The authorities in Switzerland have asked you to provide a certificate of capacity in order for you to be able to exercise your civil rights, also known as a certificate of civil rights capacity. In Switzerland this is generally provided by the local authority in the place of domicile.
For legal reasons Swiss representations abroad are not entitled to provide a certificate of civil rights capacity to the Swiss Abroad.
You should therefore address your request to the authorities in your foreign domicile in order to receive this or an equivalent document.
As a general rule it is necessary to legalise a document issued by a foreign authority before it can be submitted to a Swiss authority. To this end, you should consult the information provided under the heading Legalisation of official seals and signatures on this website.
If it is not possible to obtain a certificate of civil capacity from the authorities in your place of domicile abroad, you should draw the attention of the Swiss authority which requested the document to Article 3 of the Federal Act on Private International Law (SR 291) stipulating that the Swiss legal or administrative authorities of a place that has a sufficient link with the case are competent, and therefore the authorities in Switzerland can directly issue the document requested.
Federal Act on Private International Law (SR 291) (de, fr, it)