In most cases, Final Cut Pro allows you to capture audio and video either together, as one file, or as separate audio and video files.
Capturing HDV is an exception. Even if you have selected the "Capture Audio and Video to Separate Files" option in Capture Settings, HDV clips will each be written to a single file in the Capture Scratch destination, and will contain both audio and video.
This document will be updated as more information becomes available.