There is no requirement to type information in all caps. It is helpful to type the last name in all caps so it can be identified as a last name. Just make sure you answer clearly, legibly, and that blanks are either answered as N/A or None as appropriate. The importance in filling in forms is to use the correct edition date, accuracy of information, legibility and of course that the forms are signed. Please also be aware that applying for immigration involves more than merely filling in the forms correctly.