Are throwing axes any good?
Or are they like throwing pebbles at a troll?
Like throwing pebbles at a troll. Captains are great for a lot of things, but ranged damage isn't one of them. Eventually you'll be able to summon an Archer pet... which is better than throwing pebbles at a troll but not a lot better. You learn to live with it. At least you are tough enough so that you can run into the thick of battle and slay whatever it is that's trying to kill YOU at a distance.
You have some ranged skills to pull with. That is about it.
You are better off than a Burglar whose uses Addle to pull with - or throw a stone if you are a Hobbit - or throw a dagger. My burglar has a stack of starter daggers for pulling mobs. The daggers are longer ranged. They do not use power. They do not have a cool down.
Unless stated otherwise, all content in this post is My Personal Opinion.