Hello there, DCfoodie,
On your QuickBooks Self-Employed account, click Transactions. Then, click the Connect account button. On the Bank accounts page, type Capital One on the search box. Select Capital One to see this prompt below:
Click Continue. Enter you bank login credentials and click on Sign In. Another prompt will show, and route you back to QB Self-employed.
You should be able to connect your Capital One bank account in QuickBooks Self-Employed.
Let me know how it goes. I'll be around if you need further assistance.