TLDR - At everyday temperatures heat capacity is tied to the harmonic behavior of phonons, and thermal conductivity is tied to the degree of phonon anharmonicity.
Heat capacity is essentially how many degrees of freedom the system has available to it at a given temperature. Most of the degrees of freedom at ambient temperature is from phonons, or quantized atomic vibrations. the main contributer to the heat capacity is the harmonic behavior of phonons (i.e. their frequency $\omega$, which is proportional to their energy cost $E=\hbar \omega$).
In comparison, thermal conductivity decribes how entropy is carried across a material from one place to another. Thermal conductivity comes primarily from two channels:
Conduction electrons moving around entropy through the
scattering of their momentum degree of freedom.
Phonons moving around entropy through (mainly) scattering from
other phonons.
The type of scattering described in (2) can only occur if the crystal is anharmonic (i.e., the crystal potential is not a pure quadratic function of space $V\neq \frac{1}{2}k x^2$), because phonons are true eigenstates (do not scatter) of the harmonic oscillator potential.
Generally, there is no rule relating the harmonic to anharmonic terms of the lattice potential, so the heat capacity and thermal conductivity typically have very different behavior and knowing one does not necessarly tell you much about the other. One exception is in metals with high electrical conductivity at low temperatures. In those cases, phonons are "frozen" out and only electrons dominate the heat capacity and thermal conductivity, so the Wiedemann Franz relation holds (it is not a law, but a relation that is not always correct).