>So if I want to learn European capitals I interleave it with what? The tennis/serve example is obvious, the rest is not.

In principle it should be another piece of knowledge which makes "European capitals" useful, in the same way that having a good backhand gives you more opportunities to serve. Examples would be "European systems of government", "European political movements", "European international politics and diplomacy", "European countries", etc. It's a little harder to think of, perhaps, because "European capitals" per se seems to many people to be an almost useless piece of knowledge.