Is Naze32 capable of autopilot?

You'd likely be looking to run a firmware like iNav on your flight controller to enable the path-following features you need like altitude hold and mission/waypoint flying. This is really the most capable and readily available autonomous flight firmware for hobbyists.

The Naze32 FC board is based on the older and less capable STM32F103CBT6 processor (cit.), which hasn't been supported in iNav since the 1.7.2 release in July 2017 because the pace of feature development outstripped the computational power of the STM32F1xx processors.

Although you wouldn't be receiving feature/bugfix updates for iNav running on the Naze32, you would still have access to the features added prior to the 1.7.3 release that dropped support for F1 boards and almost certainly includes some sort of altitude hold and waypoint following capabilities, even if they're more rudimentary than what is available in the latest versions of the firmware.

You can install and configure iNav using the iNav Configurator and by reading the getting started documentation on the iNav wiki pages.