To attack buildings (if they are well-defended), it is advised that you use siege engines (rams, catapults, ...). You can normally train the siege engines from the fortress, or for some civs, from a special building. Units can also attack buildings, but they aren't nearly as strong.
The effect you saw when capturing was probably because it was garrisoned. Every unit garrisoned in a building counts to defend the building against capturing. And the military units inside the building also raise the arrow count. So a fully-garrisoned CC is indeed very hard to capture. But if your enemy doesn't pay attention, and doesn't garrison its CC, it's quite easy to capture one (and hold it if you defend it well).
Make sure your strategy is balanced. Attacking only with siege engines won't work either, as siege engines are very weak against attacks from soldiers. So if your enemy sees you are attacking his CC with your siege engines, he could come out of his CC, and capture all your siege engines quickly.