Charge capacitor with static electricity
Sure. In your wimshurst machine example, you're already charging up two capacitors that are built into the machine, they're the jars on the right and left.  

If you want to charge up another capacitor, you could connect it between the rod that's going into the jar and the outer bit of metal (though you'd probably need a capacitor for each jar), or charge it by putting it between the balls. However, you need to make sure the capacitor is rated to the voltage you're charging it to (on the order of 10kV), which is not common. Since you're making it yourself, you will need to use a thickish dielectric and be prepared for it to arc over. You also need to be prepared for it to take a long time to charge. According to wikipedia, a leyden jar has about 1nf of capacitance, so if you add say a 10nF capacitor to each jar, the sparks will occur about 10x less often.