The heat capacity is defined to be the amount of heat necessary to change the temperature of system/object, one divided by another:
$$dQ=C~dT \tag{1}$$
Usually we would like to input such a definition into the differential relations between a thermodynamic potential and its respective variables, such as the Helmholtz free energy:
$$dF=-P~dV-S~dT + \mu~dN \tag{2}$$
Where does the heat capacity come into the Helmholtz free energy? I'm confused because I can already read off $\partial F/\partial T$ from (2),
$$\left(\frac{\partial F}{\partial T}\right)_{V,N}=-S$$