What a capture card does is record video over a cable like the following:
*S-Video
*Component
*HDMI
*Composite
After it records the video, it stores the video onto a Hard Drive on what type of computer or laptop you are using.
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Can capture cards record sound as well? Yes, but not all capture cards have an input to record sound. However, there are other ways to record the sound.
What can I run a capture card through? Depending on the capture card, you can get a range, running through the following:
*PCI Express
*PCI
*USB