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Pick the appropriate project, "Test" as the Issue Type, the right Fix Version/s, enter the Summary and Description (you can also use Bonfire Templates), take and annotate a screenshot and click on "Create Issue". Read more details in the Capture documentation.
A test is now created in JIRA and a link to it is displayed in Capture. Clicking on that link takes you directly to that test letting you to then add more details to it as well as execute it.