How to change text to capitals or sentence case
Select the text and press Shift+F3 in Write by Zaweba to cycle through the cases, or choose Format, then Change case for sentence case, UPPERCASE and more.

Highlight the words and press Shift+F3 in Write by Zaweba. Each press moves to the next case, so you can step through until the text looks right. Or choose Format, then Change case and pick the one you want: Sentence case, lowercase, UPPERCASE, Capitalise Each Word or tOGGLE cASE.
Five cases and when to use them
Sentence case puts a capital at the start of each sentence and makes the rest lower case. It suits ordinary text and is the friendliest choice for headings in many house styles.
Lowercase makes everything small, which helps when you want to rebuild the capitals yourself.
UPPERCASE makes every letter a capital. It is useful for a short label or a sign, and for postcodes and reference codes that must be in capitals.
Capitalise Each Word gives each word a capital letter, the style many people use for titles of books, songs and events.
tOGGLE cASE swaps every letter, capitals to small and small to capitals. Its main job is rescuing text typed with Caps Lock on by accident.
Changing case step by step
Highlight the words you want to change. Press Shift+F3 and watch the text change; press again to move to the next case. Stop when it looks right. If you prefer to choose directly, open the Format menu, pick Change case and choose from the list.
Your character formatting is kept. If a word was bold, italic or coloured before, it stays bold, italic or coloured after the change, so you do not have to redo a carefully formatted heading.
Fixing text you did not type
Change case is at its best on text that arrived from somewhere else. An email typed entirely in capitals, a list of names in lowercase from an old spreadsheet, or a pasted heading in the wrong style can all be fixed in one step instead of being retyped.
After using Capitalise Each Word on titles, look for small words such as "of", "and" and "the", which many styles keep in lower case unless they start the title. After using Sentence case on text with names in it, check that people and places still have their capitals.
Case as text versus case as a style
Changing case changes the letters themselves. That is different from all caps and small caps as formatting, which only change how the letters are shown. Write has shortcuts for all caps and small caps as well, among its standard shortcuts, and Help, then Keyboard shortcuts lists them.
The difference matters. If a heading style shows text in capitals through formatting, the underlying letters are still in their original case, and changing the style changes the look. If you use Change case, the letters are changed for good, whatever style you apply later. For headings in a long document, setting the look in the heading style is often the better choice, because every heading then stays consistent.
Undo is always there
If a change goes further than you meant, Ctrl+Z puts it back. Write keeps unlimited undo, so you can try each case and step back freely.
Small as it is, Change case in Write by Zaweba saves a lot of retyping, especially when you are tidying text that came from other people.