Per the following, sometimes the simplest answer can be the right answer - They could have either purchased or 'stole' the caps?? You did not note how many caps they were trying to smuggle. Most all handguns in use at the time were cap and ball, so towns and cities would have gun shops, dry good stores, etc etc would have them available for sale. or one has the opportunity to steal them.
JIM T

Where would he have access to these pistol caps? Were there manufacturers in this area?