It's simple. The cap has a + and - just like a battery. You buy one with screw contacts and attach it just like a battery. It goes directly in place of the battery. It can be mounted anywhere, but preferrably away from heat and moisture.
370-volt capacitors at 6000 microfarads would be huge, probably bigger than a battery.
Sorry I don't have any photos. It just looks like a really small soda can. Maybe like a redbull can, or shorter and fatter. They are very light weight. They store a charge (actual electrons) whereas a battery stores a chemical voltage potential.
Any KZ using a permanent magnet in the alternator is a candidate for the conversion. By using a permanent magnet, the alternator does not need to use electrical power to make electrical power.
You will want to make sure you can switch your lights off for easier starts.
An alternator with a field-coil needs electrical power to create power. It uses electrical power in the field coil to make an electro-magnet. It will not self-generate electricity like a permanent-magnet alternator will.
This conversion works better if the engine is in good tune and is easy to kick-start. If the bike is reluctant to start with a battery, going batteryless is probably a bad idea. The carbs need to be tuned well to get easy starts.
Also, a Dyna S ignition uses a lot of electrical power. It may be more difficult to start if it starts at all. The Dyna bleeds away power almost constantly. This is not good when you don't have a battery. I haven't tried a Dyna on a batteryless bike so I can't say for sure it will work.
The stock Kaw electronic-ignition is very conservative on power.