Captive market :-  A captive market is one where the potential buyers have very limited choice. In other words, unless they buy from just one or two suppliers their only other option is not to buy.

In this type of market, the seller has the upper hand. The seller can raise prices without worrying about competitors grabbing its customers.

For example :- Airport shops

Critics accuse British airport shops of abusing their captive market advantage. They ask passengers for their boarding passes.

They subsequently claim back the VAT on products purchased by people traveling outside the European Union. VAT stands for Value Added Tax, a type of sales tax.

Critics say that airport shops should pass on those savings to shoppers, instead of pocketing the money.

Non-captive market :-  Non-captive markets are those businesses that are not able to guarantee sales, because of available business nearby that sells the same goods as you. As customers have varying preferences, your business must also be able to empathize with your clients and adjust to their needs.

For example :- 

an individual Right-of-Way location (typically Street, Alley, Sidewalk, Intersection, or Path) identified to make up a whole Project.