I'm teaching myself guitar, I've enjoyed finding songs I like and slowly teaching myself the chords, but sometimes when I go to a song some of the chords have a capo and others don't. I'd understand if there was a break to put a capo on but often a chord with a capo and a chord with no capo are right next to each other, even on songs marked novice. What are your supposed to do to switch between these chords?
That's not a capo, that's one of your fingers! Those are called barre chords, and you use one finger to press multiple strings.
As Von Huffman says, that bar across is a finger - usually an index finger. One clue that it's not a capo would be in the B chord window - not many capos can go over only 5 strings! And stopping to put on a capo is usually done between songs, not between bars!
Since it appears that now is when you perhaps start to involve yourself with barre chords, it's worth a look at alternatives to the open chords you already know. Changing from one barre chord to another is often easier and more effective than sticking an open chord in the middle somewhere.