This support article provides instructions on how to transfer backups from one external hard drive.....connected directly to a Mac by USB or FireWire..... to another hard drive that connects the same way to a Mac.

But, a Time Capsule is a network drive, and backups on a Time Capsule are stored in a different special type of container called a sparsebundle file, so the instructions in the support article would not work correctly on a Time Capsule.

While it is technically possible to transfer backups made on an external drive to a Time Capsule and move them into a special sparsebundle file, it is a complex procedure, with no guarantee of success.

If it were me, I would simply hold onto the hard drive with the backups for a few months in case you need to go back and pick up an older file, and start new backups on a Time Capsule.  After a few months time, and the Time Capsule a good history of backups, you could erase the other drive with the backups.....or.....just keep the drive handy if the thought of erasing old backups is difficult to accept.

Few of us ever need to go back more than a month or two to pick up an old file, but I do understand that some users find it hard to part with their backups, even if they know that they will likely ever use them.

The article below indicates an easy way to move an existing time machine back-up to a new network drive. You select your new drive as back-up in Time Machine and start a back-up. After a few minutes, interrupt the back-up mount the new sparse bundle just created. Delete the back-up in that sparse bundle and copy the old back-up you want to preserve into it. They will have the same name so don't get confused. When you restart time machine select "back-up now" and it will continue using the old back-up. This worked for me to migrate from my Time Capsule Internal 1Tb drive to a new 2Tb USB drive attached to the Time Capsule.

http://www.cnet.com/how-to/how-to-migrate-time-machine-backups-to-a-new-drive/