This is a very general question -

Capping is usually done to prevent degradation or increase nanostructure stability without negating important nanoscale phenomena. Oxidation, catalytic leaching, galvanic replacement, and thermal deformation are all common issues depending on the application.

As for capping itself, if your nanomaterials are suspended in a solution, surfactants and thiols are common capping agents.

If they are immobilized on a substrate, ALD or sputtering are useful techniques.