The Experienced Captain is a Misc NPC located in the Middle Town in the First Sea, and near the docks in the Second Sea.
To activate the Experienced Captain, you need to be at level 700 or above and have completed the Military Detective's quest. If you have not completed the requirements, he will just say, "Keep it moving."
After completing the Military Detective's mission, talking to the Experienced Captain again can teleport you to and from the Second Sea.