Lowercase unless it is a formal title used before a name. In the FBI, the formal title is special agent. Use Special Agent William Smith if appropriate in a special context. Otherwise, make it agent William Smith or FBI agent William Smith.
Capital - The city where a seat of government is located. Do not capitalize. When used in a financial sense, capital describes money, equipment or property used in a business by a person or corporation.
Capitol - Capitalize U.S. Capitol and the Capitol when referring to the building in Washington. Follow the same practice when referring to state Capitols.