When capturing an application that requires a reboot during installation, just reboot the computer normally when prompted by the installer. Setup Capture should automatically restart and allow you to continue the capture process. If you ran Setup Capture from a network share instead of the host PC, it is possible the local PC will try to launch Setup Capture prior to the network becoming fully initialized, in this case you may need to manually run Setup Capture from the network share and it will prompt you to continue the capture process as shown below.
Example:
1. Run Setup Capture
2. Start installation of Application XYZ, installer displays "must reboot to complete installation"
3. Reboot computer & Log in
4. Setup Capture should restart as shown above, click "Load previously stored starting snapshot..."
5. Finish any final installations steps
6. Click "Post Install Scan" on the Setup Capture dialog