How should i got about creating a GL with a set of GLCapabilities?
Look at the source code for the Gears and JGears demos in the jogl-demos workspace. The JGears demo requests an 8-bit alpha channel, while the Gears demo uses the default capabilities. Other demos in that workspace select other capabilities (InfiniteShadowVolumes uses stencil buffers, HDR uses floating-point pbuffers, etc.).