Why would he do this? Well, the power supplied from the Atrix lapdock drops for a few seconds when the lapdock lid is closed. The super cap keeps the Pi running in the meantime.
You can click on these pictures to enlarge, but there probably still isn't enough detail to know how to hook it up. Therefore, I'm hoping to get the complete details and will post here.
In the meantime, here's another trick Jay came up with where he uses a small USB battery pack to act as a buffer:
The charging input for the battery pack is connected to the lapdock while it's output goes to the Raspberry Pi (or Android MK802 mini-PC in these pictures):