You can link it with a European capital (3)
I believe the answer is:
tie
'capital' is the definition.
The definition and answer can be both man-made objects as well as being singular nouns.
Maybe there's a link between them I don't understand?
'you can link it with a european' is the wordplay.
'you can' becomes 'i' (I can't justify this - if you can you should believe this answer much more).
'link' is an insertion indicator (the inserted material links two sets of letters).
'it' becomes ''t' (abbreviation. e.g. in 'tis).
'with' means one lot of letters go next to another.
'a european' becomes 'E' (abbreviation e.g. EU).
't'+'e'='te'
'i' going inside 'te' is 'TIE'.
Can you help me to learn more?
(Other definitions for tie that I've seen before include "Drawn score" , "11 [KNOT]" , "'Fasten, with string say (3)'" , "Secure (with string)" , "Equal score" .)