What does Mars in Capricorn do when they're mad?

It mostly depends on what aspects other planets make to Mars in their chart.
Also on their Moon: its sign, house, and especially the aspects of other planets to Moon.

Planets represent inner needs.
Signs indicate a general style, and all signs have both positive and negative sides.
It's the aspects that indicate whether the positive or negative sides are most likely to be expressed (the individual has ultimate control over themselves, and can learn to overcome any negative effects in the chart). Also the aspects indicate how the needs (of one planet) interact with other needs in our personality, and THIS is what sets our personality into action, creating ease or frustration/stress.

For this reason, and the fact that all the other 40-60 factors in the birth chart affect how Mars in Cap will operate, it's impossible to say what Mars in Cap will do when they are mad. Every Mars in Cap will handle their anger in a slightly different manner.

Wow, I would have "Mars in Capricorn" and do not deal like the scenario you describe your friend does. Come on now, everybody deal with anger differently often at different times-----it doesn't matter if you have "Mars in Capricorn", the wind in the wood, a blue scarf with pink cowboy boots, algae with fungi............................................