I have just restored my database using the below script,
USE [master]
GO
RESTORE DATABASE [MyDB]
FROM DISK = N'C:\Program Files\Microsoft SQL Server\MSSQL14.SQLSTANDARD\MSSQL\Backup\mydb.bak' WITH FILE = 1,
NOUNLOAD, REPLACE, STATS = 5, KEEP_CDC
GO
USE MyDB
GO
EXECUTE sys.sp_cdc_add_job 'capture';
GO
EXECUTE sys.sp_cdc_add_job 'cleanup';
GO
Then I checked the CDC,
select is_tracked_by_cdc,name from sys.tables order by is_tracked_by_cdc desc
select is_cdc_enabled,name from sys.databases order by is_cdc_enabled desc
CDC enabled for my tables. Then I ran UPDATE script,
UPDATE MyTable SET Name='SomeName' where id=1
But found no record in cdc table,
SELECT * FROM [cdc].[dbo_MyTable_CT]
I have installed the latest Cumulative Update (CU31).