Visualise this:
Strip a little bit of insulation off bothpower wires, near to the esc case as possible. Take the legs of the cap, and wrap each one around each power wire, then solder it in place ( parallel connections, so + leg to + wire, - leg to - wire ). Now insulate the solder joints with some shrink or electrical tape/ liquid latex etc, and perhaps secure the cap(s) in place with some more shrink or hotmelt glue etc, just to prevent it from shifting around and braking the joints.
http://www.rc-monster.com/forum/show...capacitor+bank
This is a good example^.