The other capacitor shown in the article is the ambient capacitance (that is, the capacitance between the pin and the things around it). There is no actual capacitor.
What it is saying is that there is a RC circuit (the supplied resistor and the capacitance in the air) which will change the charging time of the RC circuit as the capacitance changes, when you move your hand near it.
From a comment:
and the other capacitor with a value of 20-400pF
Yes, it does say that:
Adding small capacitor (20 - 400 pF) in parallel with the body capacitance, is highly desirable too, as it stabilizes the sensed readings.
However that doesn't make any sense to me. How do you add a capacitor in parallel with your body? Do you carry one around with really long wires? And how do you hold it? I would ignore that part.