A space capsule was a spacecraft vehicle or a component of a larger vehicle which was designed to protect, support, and transport astronauts to and from space.
The command module of Ares IV was identified as a space capsule by the USS Voyager crew in 2376. (VOY: "One Small Step")
Later that year, The Doctor noted that there was something of a space race going on between the various states on Kelemane's planet, to see who could get to the starship Voyager first with a rocket, but he couldn't answer whether that meant a capsule with an astronaut or a missile with a warhead. Orbital 1 was a capsule launched by the Central Protectorate. (VOY: "Blink of an Eye")
Other examples of space capsules included the Mercury capsule, the Gemini capsule, and the SpaceX Dragon 2 capsule. (PIC: "Two of One")