The captured piece is then removed from the board. Moving is compulsory, capturing not. Each piece can take any piece that's equal or lower in rank. A game is won when you have captured all men from your opponent, or when he resigns. Checkmating the king doesn't end the game, draws are rare.
Material gain is the highest objective.
Be careful when capturing that your piece isn't trapped or lost to another higher piece. There is no checking or hitting violations, no repetition prohibitions. Force your opponent to take risks by having to turn over unknown pieces next to his. In some positions, the rook may even be worth more than the king. Taken from Stephen Leary's FAQ for Chinese chess.