If you patch your fixtures, Capture will remember their states between sessions. Just be sure to save the file after you adjust fixture values because doing so doesn't necessarily set the "file has changed" flag, so Capture may not prompt you to save your file. You can also use DMX Snapshots to store and recall various states.
To throw in a quick arbitrary patch that has nothing to do with reality, just select all of your fixtures in the Fixtures Tab and then right-click and select SEQUENTIAL-> PATCH, select a start address and let Capture do the rest. You can always replace this fake patch with the actual one later on down the line.