The value of a capacitor depends on its size and shape. To get lots of capacitance you want a large area, a small plate spacing, and a large dielectric constant. However it would be inconvenient to have to use capacitors the size and shape of an open tablecloth! To fit a lot of are into a small volume we can ‘fold or roll it up’. Most real capacitors are rolled or layered in this way to squeeze lots of capacitance into the smallest possible volume.
To maximise the capacitance we want a high electric field. However, some materials break down (this usually means ‘goes bang’) if you apply too high an electric field to them. This is one of the reasons why component catalogues offer various types of dielectric material - mica, polycarbonate, polystyrene, etc.

Swiss roll capacitors squeeze a lot of plate area into a tiny volume, but they have a lot of inductance. This can make them useless for radio signals but OK for audio frequencies.

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