Capacitor Charging Voltages
If you have to lamps parallel on 230V each lamp has to be build for 230V.

Two capacitors in parallel are exactly the same. 
You may are speaking of calculating the capacity, which is indeed different then a parallel circuit of lamps/resistors. 

Two capacities parallel are added together, whilst two in series are combined like two parallel resistors:

$$C_{series} = \frac{C_1 * C_2}{C_1 + C_2} $$
$$C_{parallel} = C_1 + C_2 $$

This can be explained as follow: Each capacitor has its plates. Two capacitors parallel are like two sets of separated plates which are connected. This builds one larger set of plates and therefor a bigger capacity since

$$ C=ε_0⋅\frac{A}{d}.$$

If you put those capacities in series, each one is only exposed to a part of the voltage. The distance from the "upper most" plate to the "lowest" plate instead grew. If you look in the formula above, one can see that a capacitie is inversely proportional to the distance.