Yes, change myCaptive to the name of your unit, and it can be used in the On Act field of a trigger. I don't think it will work in an init field of a unit, but you can remedy that by setting the conditional field of a trigger to "true", and then executing it in the On Act field.
[EDIT]
Also, if you can't get the playMove command to work, try "switchMove" instead.
And on another thought, if you can't get it to work, make sure you have Queen's Gambit installed and running.