I can help you connect your account to QuickBooks, DCfoodie.
When this is your first time connecting a Capital One account, you'll be asked to log in to the bank's website. From there, link your account to QuickBooks Self-Employed (QBSE) to establish a connection in the Banking section.
If you clicked Continue and the link to your bank's website doesn't work, kindly copy the site's URL and open it separately in your browser. The supported browsers are Google Chrome, Internet Explorer, Mozilla Firefox, and Safari.
Afterward, log in to your bank account's website, link it to QBSE, go back to QBSE, and then connect Capital One again.
Once added, you can categorize them.
Please keep me posted if you're able to connect your account. I'll be right here to help you out.