¿Cuál es la diferencia entre He is capable of doing anything . y He is able to do anything. ?Puedes dar oraciones como ejemplo.

One main difference is the preposition that usually follows each of these words. Typically, you see able to, but capable of.

Other than that, pick a dictionary, look the two words up. I'm citing Collins:

able (adj.)
1. having the necessary power, resources, skill, time, opportunity, etc, to do something ⇒ able to swim
2. capable; competent; talented ⇒ an able teacher
3. (law) qualified, competent, or authorized to do some specific act

capable (adj.)
1. having ability, esp in many different fields; competent
2. able or having the skill (to do something) ⇒ she is capable of hard work
3. having the temperament or inclination (to do something) ⇒ he seemed capable of murder