Category Menu near Header – I don't want all caps – how do you do it?

I am hoping to find out how to change the ALL CAPS in the categories menu in the HEADER.
** I see some of the demos of the newspaper them have alternating cap capabilities…so I know it can be done.
But just how?

If I goto POSTS > CATEGORIES …and then change according to how I want:
For instance: iWellness
Once I save and refresh the site; it still shows up as: IWELLNESS

So how can we change this?

Set Transformation section according to your wishes.

Thank you sooooo much!