Some of the things you want to do (e.g. the bookmarking) will work up to a point. If you turn on Self-paced Learning option in the Skin Editor for each Captivate project then it will remember which slide the learner got up to at the point they exited the session. However, I suspect what you are also wanting to do is have the menu page links show some kind of feedback to indicate which items the user has viewed and completed. This level of interactivity will require JavaScript programming and cookies. That sounds like it will be outside your level of expertise.
Your Glossary interaction can simply be copied into each project so that it is always available. That's easy enough to do.
You can capture the software with the Cp 5.5 version and then import those slides into your other later Captivate version. It will then upgrade the Cp 5.5 files to the later version. Make sure you are capturing at the right size so that the slides will be exactly the same size as your target project where you want them to end up. Don't resize them.