Soldering capacitor pins
It sounds like you are talking about component orientation, not literally the order of soldering the wires.  In this case, yes for some capacitors it is important which way around they go.  The negative lead is identified with a "-" or  a stripe down the side.  The positive lead may be longer.

This is a typical electrolytic capacitor, showing the stripe and the line of "-" signs that identify the negative lead.



For ceramic capacitors (usually orange discs) it doesn't matter which way around they go.