The Time Capsule is detected by your computer as a network drive. In order to access to the Time Capsule's hard drive, open a Finder window, and you will see your Time Capsule in the Finder sidebar, under "Shared", so choose it and you will access to your backup data.
Note that you shouldn't restore files using this way. Instead, you have to use the Time Machine application > http://support.apple.com/kb/HT1427?viewlocale=en_US&locale=en_US
There is nothing in third column except this big hard drive icon, which when I click on it, it goes nowhere. I thought I was going to be able to see and check my files. I guess you have to use Time machine to do that?