I've made this connection a few times but only with carry-on.
The airside connector is not open yet, but one can walk landside. Its a bit of a hike, but if you hoof it you can make it to the Cape Air counter within 10-15 min of getting off your UA flight. Moreover, make sure you check in for and get to the Cape Air gate EARLY - otherwise you stand to be booted because they haven't had time to do W&B.