How was it damaged (is the card operational)?
Can you send a picture?
I used a wrong power source by mistake in a Gen 1 and I'm pretty sure I damaged something, but the card is still operational for all the simple tasks I use it...
If you are still covered by the Warranty policy of the store where you bought the board I suggest you to contact them and ask for a replacement. If they can't help you, you can open a ticket with this form: http://www.intel.com/support/mailform/maker/warrantyemail.htm http://www.intel.com/support/mailform/maker/warrantyemail.htm to see if there is a way we could help you, please mention this thread if you open a ticket with us.
You can use the board in this state but it is not recommended because the capacitor is part of the voltage regulator on the board. If you use the board without the capacitor it would lead to a major problem (board not responding at all).