Yes, of course the Capitol was a B&O train. The B&O station in Pittsburgh was a real bear with all stub tracks so trains had to back in, plus the actual B&O Mainline west out of town was also a bear with lots of sharp curves and slow running for the first several miles. So B&O obtained trackage rights over the P&LE from McKeesport to.....IIRC New Castle. That route is today's CSX Mainline through Pittsburgh.
The P&LE station is now "Station Square" with a restaurant in what was that gorgeous Main Concourse. That station was an under-appreciated Jewel.