Looking at the drawing in Zimo small decoder manual there are ground and positive (blue) voltage pads on the decoder. The cap can be wired up to those. That manual also has some examples of keep-alive circuits where depending on the capacitance value you should add components which will limit the charging current. Circuit specifically for MX621 is on page 60. ZIMO decoder manuals are IMO more detailed and informative than ESU manuals when it comes to hardware.