"The Capital" is what now is Kaifeng in Shandong, and it used to be the capital during the (Northern) Song dynasty.
In the novel it is simply often simply called as 东京 (capital of the East), which is now highly ambiguous term that can indicate several different historical capitals! Notably it is the name of modern tokyo.
The term "Mount Liang" generally refers to both the mountain and the surrounding marshy areas.
The novel always uses the term "梁山泊' (liang2 shan1 po1) to refer to the place.
Video 1. How did the Liangshan ponds form? by CCTV (2019) Source. Chinese only, but still fun to see the real place.