So come up and see the capital (4)
I believe the answer is:
oslo
'capital' is the definition.
(capital of Norway)
'so come up and see' is the wordplay.
'come up' says the letters should be written in reverse.
'and' says to put letters next to each other.
'see' becomes 'lo' (archaic exclamation meaning 'look!').
'so' back-to-front is 'os'.
'os'+'lo'='OSLO'
'the' is the link.
(Other definitions for oslo that I've seen before include "Norwegian capital" , "City in Norway" , "Northern city" , "where Ibsen lived under another name" , "Solo in Norway?" .)