I don't know how to set a capability in Botium Box.
Most important capability settings are part of the Botium Box UI. For custom or special capabilities not used very often, you can add the capabilities to the capability list in Botium Box.
In the Connector Settings of the Chatbot, enable the Advanced Mode to bring up the raw Botium capability list. It is possible to add additional ones there.
It is possible set capabilities on Test Project level. Those capabilites are then added to execution only when a test session is started from this Test Project.
Setting capabilities on Test Project level is mostly used for enforcing environment-specific customizations (DEV / TEST / STAGING / PROD system)
In the Test Project settings there is the Environment Settings section.