Capturing simply means the ability to store a live stream as it is being recorded by the DVR. This is entirely more complex, and it would need a separate article. However, since I am a gentleman (views may vary), I will include a brief section right here.
In essence, you will need a Video Capture card, such as ViewCast Osprey, Blackmagic or other series of cards. These allow you to capture both Audio and Video streams to your computer, which are subsequently decoded. RCA cables or S-Video are the available input/output on such cards and all you‘ll need to do is connect the necessary cables and start up your recording software to record the stream.
Of course, choosing the right components is not easy. There are kits available if you are less technically minded, which allow you to setup your computer as a recorder for DVR more easily. As a starting point, I recommend this article by ‘Lockergnome’: DVR to PC Transfer