As far as I know, the two files are not synchronized. No idea how to do that. We used to outsource our boards and now we are doing everything internally. I have all the files, but they're a big mess at the moment.
For the back annotation, in Layout I just did Back Annotate from the Auto menu. Then in Capture, I open the DSN file, click on schematic - page 1, then select Back Annotate from the Tools menu. That window pops up and I select the Layout tab, process entire design, update instances, and finally select the appropriate SWP file. I tried it this morning and it looked like it processed OK, there were no errors, but my schematic didn't change.