You might be able to get away with using a web sharing application that has
both Windows and Mac versions. If you share the application on the Mac, you
should then be able to see and capture it on the PC.

You can also go with the brute force method: set the window size of the Mac
application to be the size of your Captivate project, capture a screenshot
after EVERY interaction/change in the Mac app, then copy those screenshots over
to the PC and import them as backgrounds into Captivate.

We actually do this sort of thing as a standard practice on the PC, as
Captivate doesn't do a good job of capturing the Citrix-based apps we need to
train on. It actually works pretty well since we have total control over
everything.

Granted, you have to manually insert all the captions/interactions/mouse
movements in Captivate but it's better than nothing. We use an examples file
with pre-configured captions, click boxes, text input boxes, etc. that allows
us to quickly copy/paste into our projects as needed.