Screen captures work well because you save out as a GIF file, they get very small, and they're easily manageable as single files. Putting your images into a presentation program merely muddies the water and distracts you from building the presentation. As a shot is eclipsed by newer technology, replace it. No threaded presentation to disturb. Simply replace it or delete it.
Screen captures are easy for laymen to generate.
If it's a software demonstration, they can simply document each step with a capture. Unless you really, really know the program well, don't give the presentation from the program. You'll trip up, and look bad. Then render it out as an Adobe Acrobat file. You can delete and ad pages at will.