Capturing by proximity means that the bones find the closest points and attach to the geometry that way. This is useful in some cases, since most of the work is done for you automatically. However, it is not very useful when you have bones that are very close together, such as fingers or shoulder joints.

For more information, see Capture geometry by proximity.

Capturing with pills is the default way to capture geometry.

Click the Capture Geometry tool on the Characters shelf, select the geometry objects to capture and press Enter, then select the root object of the capturing hierarchy and press Enter.

If you switch to Wireframe shading mode you will see that pills are created around the bones, but sometimes they are not wide enough to include the geometry. You can edit the diameter of the pills using the Edit Capture Regions tool on the shelf.

Make sure that the diameter of the pill is wide enough to surround the tube geometry. The geometry will turn the color of the bone once it is captured.

Another way to capture geometry is by using the Paint Capture Layer tool on the shelf. This tool lets you pick a bone, and interactively paint the capture attributes on the geometry.

Clicking will allow you to change the brush options. For example, you may want to paint Smooth Final once you are done capturing the geometry, to blend the weights at the joints. This will give the geometry a smooth bend. The best way to debug harsh bends is by turning the on the display flag on the Bone Deform SOP and the putting the character in a pose to see where harsh bends may appear.