The captain unit appeared in 4 Alliance missions and it represented both of Arthas' captains, Falric and Marwyn. Though the game doesn't make distinctions, they both appear as the same unit.
It is essentially an upgraded version of the footman, with more hitpoints, armor and damage output. Since he's not a hero, he may not be revived and can neither be replaced, so it's always handy to keep him alive, though you will receive no penalty if he dies (aside from losing a powerful, 0 upkeep unit). He'll reappear in later missions even if killed.