The function of a capacitor is to store energy and quickly release it upon demand. That has nothing to do with the battery draining.
Now are we talkin, "I am boomin the tunes all day and the battery goes dead" OR "The battery goes dead overnight with everything shut off"?
If it is going dead overnight, start disconnecting things one at a time to try and isolate the drain. This also may get better play in the e36 forum as their wiring is different than ours.
Current ride... '13 GTI Wolfsburg
BMW's from my past...
'92 535i/5 '89 325ix/5
'98 750iL '86 325(e)/5
'95 740iL '84 318i/5