The capture file holds any handshakes or ivs that aircrack needs to break security,
Aircrack-Ng is a suite of software, the main ones are:
This will switch your wifi card into monitor mode
Aircrack: this breaks wep and wpa ever by calculating for wep or bruteforcing for wpa
Airodump: this listens to all network traffic going through the air and captures wpa handshakes or wep ivs to a capture file. You can use filters to just listen to traffic from specific aps and or channels
Aireplay: this does some nifty tricks, it's main one is arp replay this will decrease drastically the time it takes to crack wep. It can also force ap dissasociations to capture wpa handshakes.
So you switch your card into monitor mode with airmon
start a capture with airodump
While capturing you use aireplay do packet injection tricks.
And you use aircrack to crack the capture file and hopefully get a key out of it.
I'd stay away from windows I heard you have to write your own dlls to get it working with your wifi card.
You can use backtrack it's a penertration testing linux live cd that has aircrack already loaded.