The Capitol in Imperialism is the centrally-placed building where you organize immigration. (Not to be confused, as even the Manual may sometimes do, with the "capital", which is a town or city.)

As long as you have some canned food, clothing, and furniture, click the right-hand arrow on the slider bar, and a new citizen will appear next turn (needing ongoing food - and ideally a job and/or training - until turned into a ground unit or civilian). You may do as many as you like in one turn, subject to available food and goods and to a limit related to the number of provinces you control.

The Imperialism 2 equivalent is not a visible building, just a section of a page of tables; and the prerequisites differ.