The first T-34 tank that the Finnish forces captured was brand-new and had just two 76.2mm shells missing from its ammunition racks. It also had manuals for operating the tank and detailing technical information.
As for ammunition supply there was a domestic production during the war here so it was not a problem. If a new type of shell was captured it was studied and copied if needed. Ofcourse Finland used the same ammunition calibres as the Russians already before the war.
As for the Germans I am pretty sure they also build ammunition for captured Russian guns.
Ofcourse there is the question of what you think a captured vehicle is ingame:
A) Is it a vehicle that was taken over by your troops during the battle and used.
B) Or is it a vehicle that was captured, sent back to a repair depot and then re-issued to the troops on the front.