According to the official LibGDX wiki, capture listeners are called before "normal" listeners to give you a chance to intercept the events. (i.e. Active window cancels click on button under it)
First, during the "capture" phase an event is given to each actor from
the root down to the target actor. Only capture listeners are notified
during this phase. This gives parents a chance to intercept and
potentially cancel events before children see them. Next, during the
"normal" phase the event is given to each actor from the target up to
the root. Only normal listeners are notified during this phase. This
allows actors to handle an event themselves or let the parent have a
try at it.
To intercept an event, you must return true in the capture listener so the event will be considered handled and will stop getting propagated.