Voltammetry on homemade supercapacitor
Testing capacitors is almost always done with a two electrode setup.
There are some details here about interpreting the data, but the experimental setup is that you just connect the counter and reference electrode inputs together to one half of the capacitor and the working electrode input to the other.
A three electrode setup is used when we only care about the interfacial potential of a single electrode (the working), and thus use a measurement near it by the reference electrode to control the counter electrode accordingly.
In a capacitor, we are generally interested in controlling the voltage across the entire device and observing its behaviour as a whole, so we don't need a reference electrode. (though depending on your specific device, it may be useful to observe only one electrode for any number of reasons)