none of the interactive swf files I have work on the playbook browser. When I try captivate files from the web that don't have interactions they work fine. The issue seems to be the interactions.
I think this is a limitation as of right now. After the next update to the software, test it out and update this thread to let us know.
A PlayBook software update was released yesterday, did this make any changes to the behavior of your PlayBook with Adobe Captive?