Quote from Diode:
The guy who wrote that is an idiot. There are no voltages within two orders of magnitude of those numbers in a PC power supply.
However, CRT flyback voltages do run into the tens of thousands. The capacitor in this case is the picture tube itself, and it can hold a charge for a very long time. Standard operating procedure is to use a large screwdriver to discharge the tube to chassis ground before doing any kind of work. I've been zapped by 14-inch monochrome tubes (many years ago); it wasn't much fun, and they only ran at about half the voltage of a modern 21-inch color CRT.