No, you cannot capture special figures. The builder (
Exp. 2 - Traders and Builders), the pig (
Exp. 2 - Traders and Builders), the barn (
Exp. 5 - Abbey & Mayor) and the shepherd (
Exp. 9 - Hills & Sheep) are special figures and thus, you cannot capture them. However, if a builder or pig remains alone in its feature because the last supporting meeple of its color in that feature has been captured (or removed through any other means, which is possible when playing with various expansions), then that builder/pig automatically returns to its player's supply. For example, if you play with red, and there is a city with 1 red meeple and the red builder, then if that red meeple is captured, the red builder will automatically return to your supply.
If you ever have questions about various figures, go to
Game Figures WICA page and select the expansion(s) you are playing with. Look after "can be captured by tower?" text; this says whether a given figure can be captured or not.
You can check the annotated rules of Traders and Builders
here, and the annotated rules of The Tower
here.