Capture using any DDJ hardware

I've scoured the 'net and looked through the manual but has anyone had hands on experience with any DDJ controller using the Capture loop function of rekordbox?

Basically, I need to know the steps. Do you have to play a loop before you can capture it?

With Traktor's remix decks, you can set a loop length, hit capture and it saves the sample to a remix slot, without affecting the playing track (it doesn't need to loop in order to capture).
The track plays normally until said loop is triggered.

If someone could also post a video that would be great.