Is Saint-Saens' Rondo Capriccioso a concerto?

No, it is not a concerto. The giveaway for identifying a concerto is that it has the word 'concerto' in it - either as part of the main title or, very rarely, as a subtitle. One exception to this is Lalo's 'Symphonie espagnole', which, to all intents and purposes is a five-movement concerto for violin and orchestra.

Concertos are nearly always multi-movement works (most usually in three movements). Saint-Saëns' 'Rondo Capriccioso' is a single-movement stand-alone work which, although it might have some concerto-like qualities, is not a concerto.