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I'm going to crawl way out here on this shaky little limb and claim it won't be easy (assuming it's possible at all).
Here's why I make that claim. To get the Captivate into a video format that Final Cut Pro may accept will almost certainly require that you publish as some form of video based format. And the inherent problem with this is that to the best of my knowledge (and I never claim to be remotely close to knowing it all, so I could be wrong) video formats are "view only" and that means no interactivity.
I really hope someone with a definitive answer for you comes along to either confirm or refute what my belief is!
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So basically, in order to use any of the "interactive" functionality in a tool like Captivate, it has to be Flash-based, is that the general idea?