Hi, a capacitor will not pass DC and when connected in series with a supply lead it will look like an open circuit.
The larger the capacitor the LESS effect it has on higher frequencies and especially as the noise climbs into the RF spectrum. As the frequency of the noise increases, the physical size and lead length / internal construction of the cap become inductive, in other words they look like resistors in series with a small value capacitor.
Switching power supplies have noise starting at very low frequencies and running up into the UHF region. They interfere with equipment in various ways including causing mixing frequencies with other SMPS on the Motherboard and other systems to produce interference noise in the Audio chain. In reality something simple as a cap usually won’t work for SMPS interference.
IMHO heavy 0G to 4 G cable on both leads coming from the battery to the Power supply and correct grounding along with using VERY high quality double or triple shielded Audio leads between equipment will go a long way towards keeping noise to a minimum.