Naples to Capri in March

They do not run everywhere in the region - like to Positano and Amalfi - but they do run from Sorrento and Naples to Capri unless the sea is too rough.

"Naples: Molo Beverello and Calata Porta di Massa

In Naples, there are two locations where passengers board for Capri connected by a free shuttle service: Molo Beverello, where high speed ferries depart, and Calata Porta di Masso, where ferries and slow ferries depart. Schedules are very different in the summer and winter months. In summer, there are routes which run more frequently, and seasonal routes to additional destinations including Positano, Ischia, and Salerno. Routes and schedules are constantly updated and refer to the current week."

http://www.capri.net/en/ferry-schedule?from=sorrento&to=capri

Just a word of caution - my SIL and BIL took the Capri ferry last October and said it was the roughest ride of their life. Apparently the crew hands out barf bags to everyone upon boarding and the locals said that was normal. My SIL threw up 4 times on the way there, and then was afraid to eat anything in Capri because she knew she had the return trip to make. They were on a Mediterranean cruise and she had no other seasickness issues with any other boats (cruise ship, tenders, etc.) but apparently this ferry ride was something else. Of course it depends on you and your own personal situation, so I don't want to discourage you from going, and of course my SIL could have just had bad luck, but that is the sort of thing that I would personally want to know before I booked it.