They are similar. "Caught" is in the past tense. (Past tense of the verb "to catch.") For example, "He was caught by police yesterday." But we also use it for sports. For example, "The player caught the ball." "Capture" can mean the verb "to capture." For example, "He was captured by the police yesterday. But "capture" we also use for photographs. "I want to capture this moment with my camera."