Do Capture Cards Use Cpu?

CPU usage goes down because with a capture card, the encoding is done on an entirely separate computer. The gaming computer only has to run the game, not encode the video. If you're using the capture card in the same computer you're playing the game on, you're doing it wrong.

Do capture cards use GPU?

A capture card doesn't do the work of a GPU, and it doesn't do the work of an encoder (generally). It's to allow for separation between the job of generating the frames you're capturing, and then capturing/rendering/encoding those frames by using two separate machines.

Does recording gameplay use CPU or GPU?

Obviously, recording AND gameplay can be done on one machine, and at a high level, but it CANNOT be done without losing SOME amount of performance because both the CPU and graphics card ARE going to be required in order to record gameplay, AS is storage performance also critical.