Replacing a Capacitor

+1 Bloodasp on the no marking and the wires being of the same lenght it can be installed in either direction. A capaciter in a AC enviroment will change AC to DC it will charge and discharge at a set voltage this Cap is probably for firing up the bulb. That is a complete circuit not just a cap in that plastic container, you should be ok to just hook it up but you can call the guy you got it from and check with him.
Bill