The voltage should ideally be 5.1 Volts and the recommended current capacity is 1.2 Amps for a Pi Zero.
You should use at least 18AWG cable and no unnecessary connections that can cause voltage drop between the power and the Pi.
The answer to your question is "No" - as in "no way in hell".
The graphics card in your PC supplies the 5V power between pins 9 & 5 on the female connector.
Don't forget to vote for the correct answer.
FIRST: A low voltage warning that occasionally flashes on your screen is not really anything to worry about. However, if it is affecting the operation of your RPi, it does need to be addressed.
Adding capacitance is a reasonable approach to such things, but you probably shouldn't approach it in a "willy-nilly" fashion.
First, understand that ...
Try getting a shorter / thicker / better quality USB cable to connect the Pi to the PSU. Poor cables can produce all sorts of weird behavior which sometimes only manifest when the current exceeds a certain value or the cable is bent just the right way, while 99% of the time the connection is OK and voltage measurement looks fine.
Also, make sure you measure ...