In literal terms a "capsule" is simply a block, you start off with three default capsules of text, photo and comments and can add and remove others such as ebay, news, amazon, rss or others.
Finding photos for your hub would be very difficult usually but what I and others do is simply go to places like wikipedia and right click, save image to our computer and then upload them to the hubs in the photo capsule...or save them to somewhere online like flickr and photobucket and link to them. Don't do this if they are "paid" photos as that could be classed as stealing. (IMO)
The reason that you should not simply directly link a photo direct from a website is because the admins of those sites have to pay the bandwidth, it isnt really costly if one person does it, but extend that to a million views that are getting leeched on bandwidth you are paying for and it becomes a serious problem...on forums I moderate it is a serious offense to use content you do not have the right to use as in a worst case scenario it can lead to legal issues :)
So to recap:
Go to Google
Type "venus de milo images/photo"
Right click and save to your computer
Upload them to the photo capsule :)