As this thread trends highly on Google and Fulcrum's instructions are distinctly lacking, I hope you don't mind the thread resurrection. Here's what you need to do:
TLDR for the OP - that driveside end cap is reverse-threaded. So clockwise to undo. Full instructions follow:
Bear in mind for most recent Fulcrum wheels the hubs are standard and freely convertible between road standards - TA & QR, 15mm/12mm/QR and 135mm and 142mm rear spacing. Front spacing is always 100mm so just needs the right end caps, which on the front are push fit. Adapters are a bit pricy but worth it for the mid-range wheels, or if you've got a bunch of bikes in the shed. These instructions and kits will also work for some Campy wheels. To reiterate, all the hub shells and axles are identical and they will all need an adapter of some form to fit. This is great because it means you've got a set of wheels you can convert to any road axle standard. Fulcrum retail wheels used to include these adapters in the box, and may still do in some territories, but I've heard from UK dealers they no longer do so.
Installation is as follows:
Rear:
You'll need the metal "washers" to give the spacing (135 or 142) you need, and also the correct axle diameter (12 or 15mm), and if you're going 135mm/QR you also need the QR endcaps.
1. Remove NDS (non-drive side) metal end cap - it will just pull off, it's only interference fit and on my wheels was pretty loose.
2. Remove pre-load plastic collar on NDS. That's a conventional thread on both the 2.5mm hex fastener and the collar, which just unscrews revealing the axle which has flats for a 17mm cone spanner. With the collar removed you can push the axle out with the freehub attached but it's not necessary for this job and probably best to keep it in place, you don't want the freehub pawls falling out.
3. Switching to the drive side you'll find that the metal end cap also has flats which also take 17mm cone spanner. This is REVERSE THREAD. Hold the axle on the NDS with the 17mm cone spanner and undo the driveside cap clockwise (righty-loosey)
You can do the above without removing the axle or the freehub so it's pretty easy. The DS metal end cap was loose on my wheels too so didn't need much persuasion - go easy, which is why it makes sense to use cone spanners.
Refitting is the reverse of removal
For the fronts if you need to go from 100mm/12 thru (or 100mm/15 thru) to 100/QR you "just" pull off the end caps and use part number RM11-TAQR. I say just because they're pretty tight. Mole grips will probably be needed. I haven't done mine yet but it looks like there's a lip you might be able to get purchase on with a drift/punch. 11mm wooden dowel would probably do the trick but be careful, particularly if you ever intend to convert back to thru-axle, you don't want to mar the axle. If you want to go from QR to 12mm or 15mm, or from 15mm to 12mm, or from 12mm to 15mm there are also adapters available for those.
To confirm exactly which caps and converters you need for your wheels look them up in the Fulcrum spare parts catalogue for the year of manufacture. If you're not sure of year of manufacture I think you can look it up by inputting the wheel label into the website. Having said that the hub design hasn't changed much in recent years so if you're not sure just take a guess. Spare parts catalogs are here
https://www.fulcrumwheels.com/en/support/download-area/download-user-manuals
