On a 4S build, I like to use 20 AWG silicone wire to connect the spike absorber to the Vbat and Ground on the AIO Board or 4 in 1 board on the same pads as the battery leads connect. For a 6S build, I use 16 or 18 AWG silicone wire. Most flight controllers will come with  capacitor.

Using a spike absorber does not negate the need to also use that capacitor. The capacitor and spike absorber perform different tasks. I sometimes solder the capacitor directly to the pads on the AIO / 4 in 1 ESC board as long as there is enough space in the frame to accommodate it, and then run wires from those same pads to the spike absorber. In frames where I don’t have enough room, I will mount the capacitor on the spike absorber and solder it through the holes on the spike absorber, and run silicone wire leads from this combination back to the AIO / 4 in 1 ESC board.  It’s important to keep these wires as short as possible.

Try to avoid mounting the capacitor on the XT30 / XT60 connector and soldering to the plug. Having it this far from the electronics, nearer to the battery, makes it less effective.