Capabilities are essentially a company's expertise and know-how. Amazon has capabilities in Cloud technology, Cybersecurity, Supply Chain, Logistics, Data Analytics, etc.
Fundamentally, capabilities are what a company is good at.
At its simplest, capabilities come from investment in people who know what they're doing, tools that support them, processes that have been setup and refined to do what's needed, and exposure/history of executing on that dimension.
Hope this helps!