The device is 'personification', which is a form of metaphor. What personification does is to give human qualities or attributes to something that isn't strictly a human. So here, the abstract noun 'death' is turned into a metaphorical person, capable of doing things: and given, you'll notice, a capital letter to denote a proper name.
'Death', then can perform human actions: he can be Capulet's son-in-law and heir, he can marry Juliet, and when Capulet dies (this is the end of your quote!) he will leave all his money to this Death. Is he being literal? No. He's pointing out despairingly that, instead of his daughter being married to Paris, as he had hoped, she has become married, metaphorically to Death: she has died.
Incidentally, to aid your understanding of this quote (and, actually, this play) it might be worth my pointing out that 'death' to the Elizabethans meant 'orgasm' as well as the noun from the verb 'to die'. So death and sex are always related in this play, which, if you think about it, gives a whole new spin to 'Romeo and Juliet''s odd combination of passion and love with violence and hate.
Hope it helps!
These lines use personification, or the giving of human qualities to inanimate objects or ideas. In these lines, Capulet finds Juliet and thinks she is dead, and he states that instead of marrying Paris (as Capulet had wanted), Juliet has married death, meaning that she has met with death and now will spend the rest of her life with him (as if death were her groom). Therefore, instead of having Paris as a son-in-law, Capulet has death as a son-in-law. Instead of having Paris as his heir, Capulet has death as his heir. Capulet likens Juliet's death to a marriage between Juliet and death. In addition, these lines use the literary device of anaphora, or the repetition of a word at the beginning of different clauses that follow each other (in this case, "Death" is repeated). Anaphora is used to emphasize words; in these lines, Capulet draws constant attention to the death of his daughter, Juliet.