Explore in capital, say (4)
I believe the answer is:
roam
'explore' is the definition.
Although both the answer and definition are verbs in their base form, I cannot see how one could define the other.
'capital say' is the wordplay.
'capital' becomes 'Rome' (capital of Italy).
'say' indicates a 'sounds like' (homophone) clue.
'rome' is a homophone of 'ROAM'.
'in' acts as a link.
Can you help me to learn more?
(Other definitions for roam that I've seen before include "go on walkabout" , "Walk without a specific destination" , "Ramble without purpose" , "Wander about aimlessly" , "Rove or ramble" .)