Stole material from Pole leaving European capital (4)
I believe the answer is:
mink
'stole material' is the definition.
'pole leaving european capital' is the wordplay.
'pole' becomes 's'.
'leaving' suggests deleting specific letters.
'european capital' becomes 'minsk' (capital of Belarus).
'minsk' with 's' taken away is 'MINK'.
'from' is the link.
(Other definitions for mink that I've seen before include "Rodent bred for fur" , "Member of weasel family prized for its fur" , "(Fur from) destructive animal" , "(Animal prized for its) fur" , "Expensive brown fur" .)