Its under Capital One - New. But it has to refresh the list (I think the update came out recently). to refresh the list go into the Banking->Online Account Set up. Bring up the window then cancel out of it. Then Quit QuickBooks. Restart Quickbooks and when you go back to Banking->Online Bank set up it should be there.
It may be that it hasn't rolled out into your area yet. If that's the case try again tomorrow.