The YouTube video "How to Use Capture Filter and Display Filter in Wireshark" teaches viewers how to use these features for selective packet capture and post-capture filtering. Capture filters, such as those for HTTP or HTTPS traffic, allow users to specifically capture desired packets. Display filters can be used to only show certain packets and their related information after capture. The presenter also demonstrates using capture filters to monitor specific websites, like "testfire.net," and removing ARP packets or viewing packets from a specific IP address. Both filters provide valuable tools for analyzing network traffic in Wireshark.