Great Britain (or Britain) is the official name given to the the two kingdoms of England and Scotland, and the principality of Wales.
The United Kingdom consists of Great Britain - the main island made up of England, Scotland and Wales - and Northern Ireland.
The capital, seat of government, and largest city of the United Kingdom is London, which is also the capital of England.
England - The capital is London.
Scotland - The capital is Edinburgh .
Wales - The capital is Cardiff.
Northern Ireland - The capital is Belfast.
(The capital of the UK is London.)