The mechanical properties of a suspension can be dramatically altered by adding a small amount of a secondary fluid that is immiscible with the bulk phase. The substantial changes in the strength of these capillary suspensions arise due to the capillary force inducing a percolating particle network. Spatial information on the structure of the particle networks is obtained using confocal microscopy. It is possible, for the first time, to visualize the different types of percolating structures of capillary suspensions in situ. These capillary networks are unique from other types of particulate networks due to the nature of the capillary attraction. We investigate the influence of the three-phase contact angle on the structure of an oil-based capillary suspension with silica microspheres. Contact angles smaller than 90 degrees lead to pendular networks of particles connected with single capillary bridges or clusters comparable to the funicular state in wet granular matter, whereas a different clustered structure, the capillary state, forms for angles larger than 90 degrees. Particle pair distribution functions are obtained by image analysis, which demonstrate differences in the network microstructures. When porous particles are used, the pendular conformation also appears for apparent contact angles larger than 90 degrees. The complex shear modulus can be correlated to these microstructural changes. When the percolating structure is formed, the complex shear modulus increases by nearly three decades. Pendular bridges lead to stronger networks than the capillary state network conformations, but the capillary state clusters are nevertheless much stronger than pure suspensions without the added liquid.