Can you please try once again.?Because without index.html file you cant even preview/publish a HTML5 output.
That File can be found in the Following location based on your OS and Captivate version
For Windows
64bit Captivate Version: C:\Program Files\Adobe\Adobe Captivate 8 x64\HTML
32bit Captivate Version: C:\Program Files (x86)\Adobe\Adobe Captivate 8 (32 Bit)\HTML
For Mac
Mac: /Applications/Adobe Captivate 8/HTML
Devraj