The sentence, which is about artists who work on canvas, as opposed to painters who paint buildings (house painters and such), is correct, but it could be re-worded for easier readability. The original version leaves some ambiguity as to exactly who is “seeing” and who is “painting,” although it’s a good guess that “working” and “capturing” refer to the painters, and not to the observer.
It’s common to see painters who are working on the sides of roads capturing (i.e.: painting the scenery on canvas) the scenery.
It’s common to see painters as they (i.e. the painters) work on the roadside capturing the scenery.
It’s common to see painters work on the roadside capturing the scenery.
It’s common to see painters working on the sides of roads as they capture the scenery.
I would also say “roadside” (either singular or plural) instead of the somewhat awkward “sides of roads.” You could use the conjunction “and” to connect “work” and “capture,” but it’s not at all necessary.
I hope I understood your question, and I hope my answer makes sense.