Cayenne pepper has a compound called capsaicin. Per a 2021 Annals of the Romanian Society for Cell Biology article, capsaicin can improve gut health, digestion, and metabolism.
It also has antibacterial properties and can reduce fever. A 2023 Nutrients article claims capsaicin might also play a role in preventing the flu virus from spreading in the body.
To make cayenne a part of your diet, add ⅛ teaspoon in hot water and steep it for a few minutes like tea. You can also add a dash of lemon to the water for flavor.
While adding cayenne pepper to water might help you feel better, no published research supports the notion that it will cure a cold or shorten its duration.