I am not a coder either and i have been using s2M for over 8 years now. CCAPS are powerful and there is a more powerful way to use it, that is not often talked about, so i'll try to answer your questions with my own experience.
Do I have to use shortcodes on the pages that I want to use for ccap?
You can, but you don't have to.
Do I have to add some code in my functions.php first?
I have never touched that for ccaps, so don't worry.
What is the purpose of Require Custom Capabilities on pages/posts - can I add a name there or must it first be set up elsewhere?
You can set a particular page (or post) to be accessible only with a specific CCAP there. If the visitor does not have that ccap, he will be redirected to the Membership option page.
You don't have to do anything BEFORE creating your button/form with a ccap, as long as you know what you will be using. If you want the course to be available only to those who made a purchase with a button/form where you associated the ccap "speakup" when you generated it, you CAN set that "speakup" in the "Require Custom Capabilities" field BUT, I personally prefer a slightly different approach: wrap your content in a conditional that will use that ccap.
So you page could start with this conditional:
Display the content you want the member to see
Display a sale pitch or other information about the course for those who don't have that ccap OR might not be logged in
I tend to prefer this approach because it allows me to customize my message to those wanting access to this particular content without redirecting them somewhere else, and getting them lost along the way.
I hope this helps.