We have solved the Ornstein-Zernike equation with the Percus-Yevick closure for soft spherocylinders interacting through either a soft repulsive potential or a Kihara one. The used algorithm is the same we presented before in a previous paper for hard spherocylinders. Structural properties and a complete study of the behaviour of the pair correlation function with the orientation, density and elongation of the systems are presented. The pair correlation function directly obtained subsequently allows the few first coefficients of the expansion in spherical harmonics to be obtained and we have performed Monte Carlo simulation to compare them and make a check of the adequacy of the Percus-Yevick equation for these systems. Also thermodynamic properties such as the equation of state and internal energy have been calculated and we have compared some of these values with available simulation results. The conclusion is similar to that for hard spherocylinders: namely that the Percus-Yevick closure does not represent the orientational part of the pair correlation function very well for all the system studied. However, in obtaining the thermodynamic properties these errors are compensated, and the accuracy obtained is good.