Wi-Fi works, but it's slow. First, connect the MacBook Pro to the Time Capsule by Wi-Fi. Then, open System Preferences > Time Machine > Select Disk, choose the Time Capsule and the backup will start.
If you can't make the backup with Wi-Fi, you need to buy the Thunderbolt to Ethernet adapter and connect your MacBook Pro to the Time Capsule by Ethernet. Incremental backups can be made with Wi-Fi. See > http://support.apple.com/kb/HT1175