They didn’t have subwoofers in mind when they built your vehicle. Big bass sucks up a lot of power, and most car electrical systems aren’t equipped to deal with it. A capacitor acts as a buffer between your ampsand your car’s battery. You connect the cap inline on the power cable from your battery, as close to the amp location as possible. It stores up power from your battery, then releases it instantly to satisfy your amp’s demand for the power needed to reproduce a big bass hit.
Maybe you notice a big drop in performance after you run your subs loud for a minute or two? Or do you see your headlights dimming in time to the music at night? A cap cures these problems by taking the brunt of those demand peaks from your amp, so your amp sees a more consistent supply of power.