The King cannot be captured although if he is directly attacked, he is said to be in 'Check'.
If a player's King is in check, his only legal move is to get out of check - the three options for doing so have already been mentioned.
The split-diagram on the left illustrates two separate examples of a King in check.
In the lower example, the White King is in check by the Black Knight. To break the check, White can move to of the five squares to which he can legally move (c1, c2, d2, e1), e2 is not an option as he would be moving into check.
The upper example shows the Black King in check from White's g-pawn.
One option to breaking check is to capture the attacking piece,