Copy a Time Machine "backup" from the TimeCapsule to a HD
The document Transfer Time Machine backup ups from one disk to another is correct.  You can't copy a Time Machine backup to your APFS drive. If the drive does not have important data you can erase it exactly as described in the Apple article and copy your Time Machine backup.

But, I don't see any benefit in that for you. Copying ahead of time will not be quick as the complete set of backups must be copied.  Migration Assistant will only bring across the data requested (typically from your most recent backup) and will be quicker.