Yes, you can connect your Capital.com account to MT4.
Via app
Go to Home → tap the switch button at the top of the screen next to the account name → select the Live or Demo tab → tap Add Live account or Add Demo account → choose the MT4 account type and base currency.
Via web version
Go to Settings → My accounts → select the Live accounts or Demo accounts tab → click Add Live account or Add Demo account → choose the MT4 account type and base currency.
Once your account is created, you'll be provided with your login details. You can then download the software that is most suited to your device.
Once you've downloaded the MT4 software, you can log in with the credentials you were given when creating the MT4 account.
Please note - the server for a Live account is Capital.com-Real. For a demo account, you will need to use the server Capital.com-Demo.