"captain's run" means: a team training session led by the captain rather than the coach, typically held shortly before a match, often at the match venue, sometimes.... This is a fairly neutral word with no inherent risk attached. There is no real cause for parental concern; it is descriptive vocabulary rather than something dangerous. If your child uses it, context will usually make the meaning clear. A brief, curious question about where they heard it is generally enough to know whether to follow up.