Is Olive Oil supplied in a capsule such as the Omega 3 oil is?
Americans have a peculiar habit of wanting to eat their food in a capsule. I am sure that somebody makes olive oil in a capsule but I would not see the point to it. Some Omega 3 oils like cod liver oil would be nasty if used in cooking or for salad dressing, etc. so are consumed in a capsule. It would make much much more sense to use the oil as part of the diet instead of adding unwanted calories in the form of a capsule.
Olive oil can be used for any kind of cooking. If you do not like the flavor you could buy the "lite" or "light" versions which have no flavor and add them to dressings or for baking. Similarly, if you want to use an omega-3 oil, then buy flax seed oil (which is much cheaper and which is probably what is in the capsule anyway) and use it as a cooking oil. By varying the types of oil you use you will get your omega-3 and omega-6 and monosaturated oils. Eating the whole food is always preferable to a pill or capsule, think olives and flax seeds in that salad.