When connecting via Thunderbolt 2 to a Thunderbolt 2 capture card, connect your card directly to the Thunderbolt 2 port on your computer using a Thunderbolt 2 cable.

When connecting via Thunderbolt 3 to a Thunderbolt 3 capture card, connect your card directly to the Thunderbolt 3 port on your computer using a Thunderbolt 3 cable.
Any of the Thunderbolt 2 cards supported can be used with a Thunderbolt 3 computer using an Apple Thunderbolt 3 (USB-C) to Thunderbolt 2 Adapter. See below:
Connecting to a Thunderbolt 2 port on your computer via an Apple Thunderbolt 3 (USB-C) to Thunderbolt 2 Adapter is not supported on bus-powered Thunderbolt 3 products like the UltraStudio Mini Recorder 3G, in other words unless the card has an external power source (separate power cable) the Thunderbolt 3 card will not be able to draw enough power from a Thunderbolt 2 port alone.