Cuttings are said to be easier because the germination rate from seeds is incredibly low. There are masses of caper bushes growing out of the medieval wall around the fortress at the top of our town. I took a number of cuttings as well as seed pods. I extracted the seeds and soaked them overnight in tepid water before I refrigerated them for a couple of months. The seeds are now dry and waiting for spring. The cuttings fared less well, even cared for inside open plastic bags, creating mini-greenhouses. I think I have one survivor.
In spring, I'll poke the seeds with some damp soil into holes in our walls. And cross my fingers. The thing is, the wall needs either to be south-facing or very close to it. They need as much sun as they can get.
I've got quite a few seeds. If you'd like some, let me know.
They are normally found on the stalls at the Thursday flower market in Piazza della Republicca here in Florence. I nearly bought one but decided on a pomegranite and a chilli bush instead!
No, they don't have to go into walls. Plants grown commercially for caper production are in the ground. If you've got a good spot that gets maximum sun you could put them in the ground.
This thread made me laugh because I used to think (until not so very long ago ) that capers were actually a type of little fish - I mean they taste like anchovies so it's not that strange an idea, is it?