A sample Capfile and config.yml exist in lib/wp_generate/templates/capify.
Those should be copied into wp-content/Capfile and wp-content/lib/config.yml respectively.
For the initial run, you should first create the directory specified in deploy.*.path on the server, then run:
wp-capistrano can be used with wp-generate by doing the following:
gem install wp-generate cd wp-content wp-generate capify
Which creates Capfile and lib/config.yml.
Code originally adapted from: github.com/jestro/wordpress-capistrano