Here is a list of all of the Green Capsules to be found in Disney Infinity's Lone Ranger Play Set along with where they are and what they unlock.
There are also several toys in the Toy Box that are unlocked only by purchasing the equivalent toy in the Play Set.
On a platform hidden to the left at the end of the telegraph wires west of Colby.
On the mine cart track above the entrance to the Silver Mine from the Railroad Camp.
On the slopes to the right of the ladder to the cannon/gatling guns in the Silver Mine.
Note that while you cannot actually customise the buildings in the Play Set you can use these to customise buildings in the Toy Box.