If it is a fan motor the two sets of windings could also be speed settings. Vent-Axia units often have multiple windings that give different speeds by connecting different numbers of poles.
The U1 and U2, as Map has pointed out are likely to be one winding and the Z1/Z2 will be the other.
TK is normally the installed Thermal Overload of the motor so again Map is correct in this assessment.
Speed 1 on VA units will be U1 and U2, Speed 2 Z1 and Z2 and speed three is usually acheived by linking U2 to Z1 with the supply connected to U1 and Z2.
Many of these units do not have caps installed, they may be remote from the motor, this is very common in units from Fan Coils, I have just such a motor sat here. Map is correct in his assessment of the need to connect a cap in series with the lowest resistance winding, but I would suggest that you determine that it needs one in the first place as some small Fan motors have permanent magnets in the rotor which means there is no need for a cap to be installed as the rotating magnetic field in the stator will drag the static magnetic field with it, thus turning the rotor and the fan. This type is only used in motors that have no real torque requirments, and Fans are usually of this type..
What is the power rating of the motor as this may give a clue to the type. Those containing permanent Mags are usually below 200W in power, normally about the 40 to 150W mark, so if this motor is larger than it is unlikely to be of this type.