Transfer data from time capsule to MacBook pro

Sure, as long as you have an Ethernet to USB-C or Thunderbolt 3 adapter to allow a connection from one of the 3 LAN <--> Ethernet ports on the Time Capsule to the port on the MacBook Pro.

Be sure to turn off the WiFi on the MacBook Pro before you begin the data transfer to insure that the connection will occur over the faster Ethernet connection. Once the transfer is complete, you can turn the WiFi back on at the Mac.

Avoid using WIFi for any large data transfers. Too much to go wrong and way too slow.