You can do this with a web object. Copy the embed code for your Vimeo video and add a Web Object from the Objects icon in the Captivate toolbar. Make sure you display the web object for the rest of the slide (select and press CTRL+E). You might want to add an interactive object that will pause the playback until the learner has watched the video. Select Embed Code and paste the code into the field. Of course if you were using Slide Video with the intention of making it into Interactive Video, this solution will not work for that situation.