Has any of the orbiters or rover on Mars captured image of comet NEOWISE?
Not yet, as far as I can tell.  The comet looks very different from Mars and while I haven't done the math, I don't think it has an apparent size from the rovers' perspectives to make it look like anything more than a dot.  Since Neowise is moving away from the Sun, the length and brightness of its tail is diminishing rapidly.