as far as i know, there are typically 2 types of caps... screw ons and ones that are welded on.
screw-ons should be easy, just grab a drill and bring the right screw bit. you can even put them back on when you're done if you want
weld-ons would be a lot of work, think the best way to go about it would probably be an angle grinder. it would take quite a while, be loud and probably raise a lot of unwanted attention. Likely to get in serious trouble if you're caught, as this could easily be construed as doing serious damage to the rail.