welcome to Sins. its a great game, i hope you come to enjoy it as much as i do.
i highly recommend playing through the tutorials to learn the basic game mechanics and interface.
the best way to keep your capital ships alive is to send them in slightly after your frigates so the AI will acquire the frigates as targets first. alternatively you can let the cap ship tank the damage, since they are pretty durable. just make sure you're using focus fire appropriately so you effectively kill enemies with your fleet. if you don't focus fire you'll be subject to the full damage of the enemy until the end of the battle. you'll probably lose.
so in short, please play the tutorials to learn the interface. then you will know how to do things like make fleet groups and focus fire on your enemies.