Cooling technologies just move the heat around. A datacenter produces a lot of heat that is then subsequently moved out of the building. Capturing that heat shouldn't be too difficult because it passes through central AC or central chillers.
Capturing as in storing? Simply knowing where the heat is/goes doesn't really make it easy usable. You can heat up water for example but what if no one need warm water there?
Also often additional energy is useless just to move the heat away fast enough.
