popVideo Converter is intended for use with Reallusion software such as iClone, CrazyTalk Animator etc using .popVideo or .iWidget formats. It doesn't output to any other video formats apart from allowing export of an Alpha video in AVI format.
So you basically have a couple of options with CrazyTalk Animator. That is to use a sequence image format like PNG which will have a transparent background or output with a green screen background and use a video editor to remove the background.
Both ways will require that you then use the video editor to output to a video format that Adobe Captivate can import. As I'm personally not familiar with Captivate I can't help further on what would be the best format to use.
Alternatively you could save yourself a lot of work by setting the correct background in CrazyTalk Animator and output this as a straight AVI file which could then easily be imported in Captivate. Of course if it is essential you have a transparent background then this method won't be suitable.
Perhaps someone who is familiar with Adobe Captivate can offer further advice.