the localisation string,
game.infomsg.captured "%s captured The %s"
breaks down as
%s is a placeholder for information fed to the string by the game engine depending on what's happened.
So you right click in the left hand pane, add a root level scope and name it game. Right click on that, create another scope, call it infomsg, then rc on that and create a key, name it captured. The key level of the tree is where you type your required text into the text box in the middle. Select the key and enter the text you want to see in the game in to the middle text box (the comments box changes to match the middel box, it seems), in this case
%s captured %s
This removes "The" from the CP capture message, so if you have a CP called The Barracks (like in the default setup), you'll see the game is now saying <team> captured Barracks
, so you can rename the CP to The Barracks to correct it.
Now you'll want to add the complementary message string for losing the CP, searching the string list you'll see
game.infomsg.lost "%s lost The %s"
You already have the scope game, and you already have the scope infomsg, so create a new key under infomsg and call it lost. In the text box enter
%s lost %s
Here's a pic of the tree setup for a bunch of the death messages: