I just tested adding a captcha filed to page in Dreamweaver, then looking in the bindings panel and the captcha session is listed. in my instance it is named "captcha_Security_Code_1"
if you need, you can add it manually.
to find the name, look at the source code for the captcha image:
<img id="capt1" src="webassist/captcha/wavt_captchasecurityimages.php?width=200&height=50&field=Security_Code_1&bgcolor=FFFFFF&transparent=0&bgimage=&gridfreq=20&gridcolor=000000&gridorder=behind&noisefreq=20&noisecolor=000000&noiseorder=behind&characters=5&charheight=&font=fonts/MOM_T___.TTF&textcolor=000000" alt="security code" width="200" height="50" /><br />
<input id="Security_Code_1" name="Security_Code_1" type="text" value="" />
look for the value of the field questry string:
the captcha session name will use this value with "captcha_" in front of it.