The Form will Need to be Linked to your Autoresponder Account so that the Subscriber can be Verified and Sent an Initial Email Immediately.
I Personally Use Traffic Wave as My Autoresponder Account because They also Offer a Good Range of Other Useful Tools such as Ad Trackers and Rotators for a Single Subscription Price.
The Primary Purpose of a Capture Page is to Collect Subscibers for Your Newsletter or Email Series.
It has Become Almost Expected That in Order to Get People to Part With Their Email Address and Subscibe to Your Emails, You Will Probably Need to Offer Some Kind of Free Incentive! You May Not Need to Do This if the Subject of Your Emails will be Unusual and Very Specific to a Particular Niche.
Capture Pages Vary Greatly, Some Contain Lots of Informative Text to Encourage Subscribers, Others will Simply Offer Free Programs or Ebooks to All Who Subscribe! The First will Bring You a Better Quality of Subscriber who is Really Interested in What You can Tell Them, The Second Will Probably Build Your List Quicker but with a Higher Number of Less Interested People.
Take a look at the Capture Page designs Below, but Remember that they are Purely Examples to give you an indication of cost, Your Own Capture Page Design will be original and made to be Individual to you and Your Site!