It refers to a Toilet
It gets this meaning from a Russian Word for Take a Shit which sounds similar to the title "Governor"
This eventually progressed to Taking a Governor
Eventually the saying "visiting the capitol came into common parlance
It may also refer to the state of the Economy across the world as of the year 2009 ad
Marvin-"Same here nigga, Imma Go visit The Capitol real quick"
Boss-"where the fuck is Dave?"
Assistant-"He said he was visitin The Capitol, he had some stimulus 2 unload"