In doing a wind turbine (assuming it's charging a battery and you aren't trying to do something like series the three phases) you don't care about trying to smooth the output. Just run the current into the battery and let that do the smoothing for you. It's MUCH more effective than a capacitor for filling in the holes in the charging waveform.
A battery does the same sort of job as a capacitor - but an ENORMOUS capacitor. For instance:
A one FARAD capacitor (i.e. so big that it was considered unlikely to ever be assembled, back in the 1960s), charged with single-phase full-wave 20 HZ and discharged at 40 amps, will droop about a volt in the 1/40th second between half-cycle peaks.
An 85 amphour 12V battery (i.e. a single deep cycle of the smaller of the two sizes commonly used in travel trailers) will droop about a volt in the time it takes it to go from 100% to 25% charge - about 96 minutes, over 1 1/2 hour. To do that well with a capacitor would take 3,840 FARAD!
(I understand the new "supercapacitors" actually work by moving ions from one plate to the other through a solution and storing them, charge and all, within the structure of a plate (though not actually reacting them into a compound with the plate material). This makes them, IMHO, more like a battery with a linear voltage/charge curve than a true capacitor (which works by moving only electrons through the plates and attached wiring, sometimes distorting molecules or ion distributions in the dilectric between the plates, and never moving anything all the way through the inter-plate gap).)