The Pennsylvania State Capitol is a government building, which has it's own security team. This security team will require you to put your belongings (purses, bags, etc.) through a screening belt and you will have to walk through a metal detector.
Both venues are located within close proximity, so you can definitely use a ride-share service (Uber, Lyft, etc.) to arrive at a cost-effective price.
No, this is an adult only event.