The Capital is the province where the country's seat of the government lies.
The Capital can not be taken with 'acquire' state or 'demand concession' casus belli. To take its capital the whole country has to be annexed with the 'annex' casus belli. It is not possible to change a nations capital except in a few special cases. Russia and Italy have the decisions Return to the Third Rome and The Law of Guarantees respectively and The Ottoman Empire has the event Flight from Istanbul, which changes the capital.
A List of nations' capitals can be found at Country basic info.