If the WinPKFilter installed in a gateway can it capture the packets that send to another destination IP address not of the gateway itself (if can tell me how can I do this by providing me with some code samples) or it can only capture the packets that send with destination IP address of the gateway only.
Routed packets (destined to systems different from the Gateway) are also captured. Actually they are captured twice, when received on one network interface and when forwarded to another one.