Long story short, I was changing the furnace filter and decided to vacuum up the dust inside. Later the furnace kicked on and immediately shut off. A smell like a burnt belt came out of the vent. When I went to check, the furnace light was off (code said check power) and one capacitor wire was off. Tried to reconnect, but the power won't come back on. I believe it's the capacitor... can anyone help?

Try the braker of fuse sounds like you blew it

Is there a fuse on the furnace? Also, does it matter which post wire is attached to? There are only two wires

Some furnace have fuse what is make and model. Check braker box.some switch to furnace have fuse. On the capacitor has two spots one wire to each.

Thanks I found the fuse. It looks fine. I have the capacitor connected. I have a trane xe80