For a new Capture you are about to create follow this link and scroll down to 2.2.
For an already existing Capture, you find your desired Capture under Identify > CANDDi Capture.
This will bring up a list of all the captures on your site so far. Find the desired one, click Actions button to its right and then Edit option from the drop down.
Once on the Capture edit page, scroll down to "Pages to show on" section and there you will find the Display after option where you can set how long the delay should be.
When you set the time click save and it will update the existing Capture.