Compression Caps are optional.
Generally speaking, compression sacks consist of a way to release air (i.e. a valve) and some kind of strap system ("caps") to keep the sack compressed. Compression caps are designed to simply hold your already-compressed dry sack at its smallest compressed size. Without them, the dry sack will start to take in air slowly over time and fill whatever space it's given in your pack.
So, do you need them? The Zenbivy team is divided... Read about our Compression Cap debate on the Zenbivy Blog!