Lay a large piece of plastic wrap on a work surface.
Arrange the slices of salmon in an overlapping fashion to create a rectangle about 6 inches wide by 12 inches long, with one of the longest sides facing you.
Gently spread the cream cheese over the salmon. Lay the cucumber along one side of the rectangle about 1/2 inch from the edge.
Using the plastic wrap to guide you, roll the salmon up tightly around the cucumber sticks. Refrigerate until firm, at least 30 minutes.
Using a sharp knife, cut the roll into 1/2-inch thick slices.
Sprinkle with red onion and capers, then serve with lemon slices.