Technical question

I would say it depends more on what you intend to do with the image after you've captured it.

If you are making one copy for personal use, and not putting it in a public place, then nobody will know and it is unlikely they would object even if they found out, though they could ask you to destroy it.

If you are using it as part of a design, then it makes no difference whether you captured it from the web or obtained it by some other means -- making multiple copies of anything, or using it for a business purpose, requires permission from the owner. That does not change whether you copy it using Capture or paint it in oils etc.

But as far as I'm aware, unless the copy is used in a derogatory manner or for a business purpose, only Disney is likely to prosecute for a single copy infringement.