No there is no option in Captivate to publish to SharePoint.
Even if you try uploading the published files to a SharePoint server manually you will find that it doesn't get the results you expect. The basic problem is that SharePoint is designed to behave as a LAN server to store files, not as a WEB server to display web pages.
You need to find some web space at your company (e.g. the company intranet web server) where you can place the published output and then send people links to launch it.