Can I backup a Time Capsule to a HDD drive connected to its USB port?
Time Machine does not include external drives by default —but this can be changed if the external drives are formatted for Mac: click the Options button on the Time Machine preferences and remove the desired external disk from the Exclude this items from backup list so it will be backed up.

Time Machine does not backup network resources.
You could move the contents from your Time Capsule to a local or external HFS USB disk to back them up.