OK, I've never really played much chess, but shogi is more appealing to me. Now my question is, how does capturing work? Like what piece can capture what? I've tried online and some pieces can capture what others can't. So is there some rule on it?
I'm not sure what you're referring to. In shogi, any piece can capture any opposing piece, there are no restrictions like what you're speaking of. Be aware that all pieces capture the same way they move, though. There's no such thing as moving in one way and capturing in another (like the chess pawn, moving forward and capturing diagonally). See the Wikipedia shogi page for a full set of rules. If you have a more specific example of what you're wondering about, please post it.