Auction Motherwell's first in state capital (5)
I believe the answer is:
salem
'state capital' is the definition.
(Salem is an example)
'auction motherwell's first' is the wordplay.
'auction' becomes 'sale' (I've seen this before).
'first' suggests taking the first letters.
The first letter of 'motherwell' is 'm'.
'sale'+'m'='SALEM'
'in' is the link.
(Other definitions for salem that I've seen before include "New England city, site of 1692 witchcraft trials" , "US witch-trial town" , "Oregon's capital" , "holy city" , "Witch trial site (Mass.)" .)