Well to make one like that you probably do need Captivate or some such.
Your last statement confuses me. You want to make a tutorial on play, stop and
pause or you want to find a tutorial on that subject?
Just because the Captivate tutorials are very popular now, that doesn't mean
that is the only way of making tutorials. You can make a tutorial in any way
you want. Take some screen shots and move them around on the page. Add some
pointy arrows, etc. Do what you want.
A good place to start would be storyboarding. Draw some little pictures of the
5 or 10 or 20 steps in your tutorial. Then figure out what you will have the
screen look like at each point. Then do it!
>> Stay informed about: Tutorial for making a Flash Tutorial