First credit card trying to figure out the game?

Im about to recieve a capital one platinum visa. Apr is 19.8%. Im not to worried about that because Im a new resident and have been turned down by everyone . Im happy to finally be approved for soemthing so I can start building credit. i have no credit. My question is I have heard all around town that capital one does not report to the bureaus. If thats true how to do you get credit. Please help me fill in the blanks