The caps are the bits that scew on the end of the leads and push onto the top of the plugs.
The point is there should be a resistance value across the screw terminal and the terminal that pushes onto the plug. If you get an open circuit reading or very high resistance, then the ignition system will be loaded more heavily.
Broken/open circuit caps will still work as the spark can jump gaps, it reduces the spark at the plug though. It`s harder for a spark to jump across contacts that are under compression too, so you may get a spark when the plug is rested against the cylinder head. It might struggle when under compression in the cylinder though.