Krystal, we did just what you're talking about.
We've been on boats (power and sail) all our lives in the Great Lakes. But captaining a 40' cat is a lot different than scooting around in our 19' sailboat or 25' powerboat on the lake. We took ASA courses 101, 103, 104 and 114 from Virgin Islands sailing school in Nov 2014. It was a week long live aboard school out of St Thomas. The next year, March 2015, we took our kids plus a few other family members on a charter in the BVI's for a week with us captaining. November 2015 we took friends for a week. April 2016 we're going to be back down with another set of friends. My humble opinion is that unless you've got experience sailing these 40'+ boats I'd take a few classes.