This essentially theoretical contribution analyses the definition and use of the paradigm of capabilities in analysing social policies discussing the primary problematic junctions, giving particular attention to the relationship between welfare and labour in Europe. It gives special attention to Robert Salais's theory and proposal to analyse the structure models of European welfare states in relation to the different "pragmatic worlds" (Salais 2003) that define the different forms of public action in the relationship between welfare and labour on which they are based and move. Through the key literature Salais proposes, an analysis is made on the social dimension in European politics and in the European Employment Strategy, comparing the different policy implications between employability and capabilities approaches. The conclusion discusses the possibilities of "incorporating" the capabilities in analysing and evaluating European policies directed at facing issues that derive from labour and welfare transformations. The proposal to integrate the quantitative indicators used as a cognitive base of occupational phenomena in Europe with those regarding the quality of labour is considered in order to understand and interpret the underlying standards orientation to adopted policies and to obtain the impact they have on individual and collective capabilities.