Is the text ready on your slide? Did you click the eye icon in the Properties panel to hide it in Output?
You really need some training on interactive objects. And YouTube may not be the best place to find a video which explains interactivity in depth.
Show a screenshot of the timeline, please. Timeline is one of the most important panels in Captivate. Any interactive object (click box, button) has a pausing point by default which is visible in the Timeline. The play head will stop its movement at that pausing point and wait for an action by the learner, in this case a click (Success event) on the object. At that moment the action (or advanced/shared action) specified under the Tab 'Actions' will be done. If you want the play head not to move on after having done this (showing the text) it is absolutely necessary to uncheck the option 'Continue Playing the Project'. The feedback messages have nothing to do with that, they are embedded and will show up in their situation (Success, Failure). Attempts are important: do you allow only one click or multiple clicks? If you have Infinite clicks you'll lose the Last Attempt action of course, but in this case that is probably no problem. Failure for an interactive object means: clicking outside of the interactive object.