How to capture packages with adb shell?

e.g. 
CMD> adb shell 
# tcpdump -vv -i any -s 0 -w /data/01.pcap
(-v; verbose, -i; interface, -s 0;capture all bytes of data within the packet)

to take the pcap file from the phone;
CMD> adb pull /data/01.pcap

How to install adb shell?

Please follow the steps:

1. Download adb kits from here
2. Unzip zip file under C:\ directory as "adb"
3. Add these variables into system variables
   Path -> C:\adb
   ANDROID_ADB_SERVER_PORT -> 7030
4. Now, open new cmd screen and see that you are able to use adb :)

If you do not know how to use adb, please go there

How to use adb (android debug bridge) cmd tool?

First, you need to connect your devices to PC with adb.

e.g.
CMD> adb devices
result; abcdabcdxxx device

- start adb from different port
e.g.
CMD> adb -P 1111 start-server

- Install .apk package
e.g.
CMD> adb install mytool.apk

- Get logs from android device e.g.
CMD> adb logcat -d > mydevicelogs.txt

- Start-Stop adb server
CMD> adb start-server
CMD> adb kill-server

- Remount devices
CMD> adb remount

- Reboot devices
CMD> adb reboot

- Enter to shell (linux)
CMD> adb shell

- Gain read-write access for /system path to get rid of "Read-only file system" error
CMD> adb shell
# mount -o rw,remount /system

- Revert to read-only access for /system path
CMD> adb shell
# mount -o ro,remount /system

- Define a new folder
CMD> adb shell mkdir /tmp/example

- Send a file into phone
CMD> adb push config.txt /tmp/example

- Get a file from phone
CMD> adb pull /tmp/example/config.txt