Difference 1 :
Change Tracking : Change Tracking Identifies the rows that have changed in the Table .

But
Change data capture : CDC is a tool that detects and records changes made to a database. It display before updated records and after updated records in the Table .

Difference 2 :
Change Tracking : If you want see changes on Table . Table Must have Primary or Unique Key Column.
With Change Data Capture ( CDC ) , Its not essential to have primary or unique key on column .