Welcome to the forum, since it is your first post I will cut ya some slack.... Next time you have a general question like that use the search button prior to making a new thread. There are hundreds of threads on this topic.
A capacitor is designed to store X amount of power until it is needed because the power supply is not able to deliver X amount of power to the loads at one time. Does it work? Most will tell you it does NOT work.
Most manufacturers of capacitors (or caps) will sell them by telling consumers that they will stop/reduce the voltage drops caused by an aftermarket amplifier, this is normally untrue. Capacitors can help stiffen the voltage consistancy, but should not be used by themselves to stop voltage drop IMO. If you are experiencing voltage drops, (lights dimming) then you should do the Big Three (search //content.invisioncic.com/y282845/emoticons/wink.gif.608e3ea05f1a9f98611af0861652f8fb.gif) first, then if it does not stop think about upgrading your battery and possibly the altenator.