If it's a general word for any collection of rooms where slaves are kept, then I wouldn't capitalize. However, if it's one specific set of rooms, and the word "stocks" is used as a proper name for them, as opposed to being a simple description of what the rooms are being used for, then I'd capitalize.
For example, the word "forum" is a simple noun with various meanings, but there is a specific venue called The Forum in Inglewood, CA.