Need to capture a Frame from a video in LrC on my Mac. I see the "capture frame"

LR stacking is weird with lots of rough edges. Your screenshot shows you've got Previous Import selected as the current source. Change the source to All Photographs or the folder containing the video, and you'll see the stack containing the video and the frames you've captured from it.

Here's what the help says for Capture Frame:

Note: Lightroom Classic stacks the capture frame with the video clip. The stack is only visible when viewing All Photographs or the folder containing the clip. If you captured the frame while in a collection, the frame will be added to the collection but the stack will only be visible when in All Photographs or the containing folder. Neither the frame nor the stack will be visible when viewing smart collections, published collections, Quick Collection, Previous Import, or other built-in collections.