Change Data Capture is a new feature in SQL Server 2008 that records insert, update and delete activity in SQL Server tables. A good example of how this feature can be used is in performing periodic updates to a data warehouse. The requirement for the extract, transform, and load (ETL) process is to update the data warehouse with any data that has changed in the source systems since the last time the ETL process was run. Before CDC we might simply query a last updated DATETIME column in our source system tables to determine what rows have changed. While this is simple and pretty effective, it is of no use in determining any rows that were physically deleted. In addition we can't determine what was changed when; we can only access the current state of a row that has changed. CDC provides a configurable solution that addresses these requirements and more.
for more details go through :
http://www.codeproject.com/Articles/166250/Microsoft-SQL-Server-Change-Data-Capture-CDC
