You can take them out when they are sleeping, depending on the car seat it might be a bit tricky but it is do-able! I wouldn't leave them in the car alone while they were sleeping though. I guess that's where capsules do come in handy, but TBH we did fine without one and it's just another expense that you don't have to worry about.

You won't need it for a little while after they are born, but I'd also really recommend a play mat, one of the ones with a bar of toys above them. I still have DD's out for her to play with, and it was great when she couldn't move around. I'd lie her under there and she would have nappy free time and look at all the toys. Mine has lights and music you can turn on too. She still likes clambering all over it but it was so great when I needed to do something (like cook dinner) and couldn't hold her.