I second Paul’s advice about Langevin!  That’s who I took my first instructional design class from some 20 years ago.  It was an excellent base.

When you say you want to “get into elearning as an instructional designer”, what is it that you are hoping to do?  Do you want to strictly focus on elearning or do you want to do other instructional design type stuff as well?  Where do you want to do it?  Corporate? Freelance?  Do you have any experience?

To answer your question – if you just want to start learning how Captivate works and to play around in it and get familiar with it’s functionality, I don’t think you necessarily have to have any knowledge about elearning theory or instructional design.  You could have some fun and just create whatever you want as you get familiar with it.

If you are asking about whether you need to know it (elearning theory/instructional design theory) to get hired as an instructional designer, then I would say yes.  Any employer I’ve ever seen or worked for expects that at a minimum.  (e.g. Adult Learning Theory)