If you are typing using the touchscreen, the upper-case arrow, touched once, will upper-case the next letter you type and then back to lower case. It you touch the upper-case arrow twice in a row, you should see a green light come on directly over it. That keeps the caps lock on.
If you are using the slide-out keyboard, touch the upper case key once and you should see a triangle underneath the cursor on the screen. That will upper case the next letter you type. To get it to stay in upper case, hit the upper case button again and the triangle should change to a > symbol, point up, underneath the cursor. That should keep it in upper case mode. Don't hold the upper case button down, as that won't do anything. A third press returns it to normal (lower case).