I have a Frigidaire natural gas furnace approx 10 years old (not sure model #).when ever the motor comes on it sounds like (someone starting a car when it is really cold outside) buts seems fine once going.it is a 3 speed motor and spins freely by hand my thoughts are that the capacitor is faulty was wondering if they are in the motor or else where how do I determine this .I can replace the motor but if the capacitors are not with it this will not fix the issue.

Try replacing the capacitor. In many cases like yours it fixed the problem. Capacitor usually located somewhere around the motor. Replace with like same.