Add liquid flux, add LEADED solder to the pins because leaded solder lowers the melting temperature of the existing lead-free solder. 60/40 or 63/37 will do. Add a blob of solder on each pin, don't be shy, the blobs of solder will cool down slowly so it works great. Warm up both blobs of solder and gently wiggle the capacitor loosening the leads.
If you have to, you can get a hair dryer and carefully warm up the whole pcb area around the capacitor for a few minutes.
Alternatively if you don't care about the capacitor, get some pliers and carefully twist the capacitor back and forth a few degrees (keep it up for a few minutes) and eventually the leads will weaken and break. You'll be left with a few mm of leads. Now the capacitor no longer sucks heat from the iron so do as above and when you think it's right, grab some tweezers and PULL the leads or PUSH them through the board.