You cannot render with alpha straight from blender.
Follow the steps:
• Render the frames to PNG with alpha RGBA;
• Open the images with Adobe Flash or any software that you can import the sequence of images (Handbrake,VirtualDub-1.9.11, Quicktime Pro) ;
• Use the option inside flash:
• Save to MOV with compression type like PNG;
• Encode the MOV with Adobe Media Encoder mark the encode alpha channel;
• Import the FLV generated inside Captivate, naturally your output must be SWF not HTML5.
You cannot export sound of course cause your rendering images, that´s the only solution for now!
When I use videos inside CP and my output is HTML5 I usually use the same background on the motion graphic and the CP background to make the course seamless. Like this screenshot:
And this is are a few FLV´s done using the workflow above and published as SWF (Steve Jobs moves on the grave when the word is pronounced hahaha).