The SJU airport is outside of security. It's a bit of a hike from the airport (which is near Concourse D) to Cape Air's check-in desk (at Concourse A), where you'll get your "normal type" ticket and come back to the Concourse B security to get to Cape Air's new gate. Tip: Nobody gets to Cape Air's ticket counter until 6AM, so don't bother getting an early start.