Wow. I won't go into the various and sundry electrical impossibilities in this thread (including a capacitor generating voltage... doesn't matter if it's 12V max, 24V or 3kV, it's just a maximum rating past which ... oh, wait, I'm now going into them

)
Anyway, a capacitor is more or less like a little battery... a very little one, so for a winch, it'd be no bloody good. For winching you need continuous power, which comes first from a big battery or big batteries, and then from a high-output alternator.
The capacitor does well for audio because it can supply momentary bursts -- but of *current*, not of voltage, and in fact keeps the voltage *steady* at the nominal 12V (13-point-whatever if the alternator is running.) Just like a battery, the energy in the capacitor must come from somewhere, so you still need a high-output alternator to drive audio.
Said another way, the capacitor acts as a filter; when the amps momentarily draw more power -- due to that horrendous bass-heavy crap you youngsters call "music", or preferably a very low chord in Bach's Tocatta & Fugue, say, or even Mark Knopfler doing his amazing thing with fridges and microwaves -- the capacitor fills the gap, keeping the supply voltage constant. It can't do it forever -- it does so for only fractions of a second at full load -- but it only needs to do so for short times.
-- A