Capital trick involving hen being changed into paper leaf (10)
I believe the answer is:
copenhagen
'capital' is the definition.
(capital of Denmark)
'trick involving hen being changed into paper leaf' is the wordplay.
'trick' becomes 'con' (a con is a fraud or trick).
'involving' indicates putting letters inside.
'being changed' indicates anagramming the letters.
'into' means one lot of letters goes inside another.
'paper leaf' becomes 'page' (leaf can mean a page).
'hen' anagrammed gives 'enh'.
'enh' going into 'page' is 'penhage'.
'con' placed around 'penhage' is 'COPENHAGEN'.
(Other definitions for copenhagen that I've seen before include "Danish capital" , "Capital - battle won by 15" , "Duke of 21's horse at Waterloo -- capital city" , "Capital - Wellington's warhorse" , "European capital" .)