Closed captioning on click items?

Hi,

I'm creating a project with audio (in Cp7), but where the audio is associated with a click item (for example, you click an image of a person to hear what they have to say).

Is it possible to have closed captioning for this kind of audio, or must it be associated with a slide? I have not been able to find a way to apply closed cpations to this sort of audio.

Thanks