2L & 5L
Cap's 2L is an extremely strong tool due to its fast startup. At just 4F on startup, it is one of the quickest moves in the game. Despite not being rapid-fire, this makes it extremely strong as a frame-trap tool. Look for opportunities to snuff the opponent, or to use it for tick-throws. If they don't push block you after a blocked 2L throw them. If they do, throw Shield Slash.
5L is, though slightly slower at 5F on startup, an extremely useful part of cap's kit. It is rapid fire, meaning it can be canceled into itself. You can string together 5L 3x into 5S and start a combo that way. It is a very strong anti-air and a good check in general against opponents, in addition to being very useful on incoming.
Double Jump
Captain America has very limited Air Mobility but what he does have is the ability to stall in the air with his double jump. This can be extremely useful for faking the opponent out. For example, you can jump towards them, then double jump away, as a shimmy or a feint. You can additionally superjump away, draw them in, then double jump forward, and catch them with j.2H Anti Ground Kick.