"The Captain of Guards" is a sample chapter from A Feast for Crows that was released as a special pre-publication excerpt. It was made available at select bookstores shortly before AFFC's official publication, compliments of the series' US publisher Spectra. The excerpt contains the entire third chapter (AFFC 3: The Captain of Guards) of the fourth book.

It's possible, but not likely, that your local bookstore may have a few extra copies of "The Captain of Guards." If you really want a copy, you can try always eBay.