Both the Footnotes and Bibliography sections have a Title Capitalization panel. This lets you enter one style of capitalization for the titles in your bibliographic references, and another format for when the references appear in footnotes.
Options for title capitalization include:
Leave titles As entered: No changes are made.
Headline style capitalization: The first letter of every significant word is capitalized. Articles and prepositions are not capitalized.
Sentence style capitalization: Only the first letter of every title is capitalized.
Note: See Change Case Preferences to enter words or acronyms that should not be adjusted when EndNote changes the capitalization of titles.