On my iPhone 6 +, the Caps Lock feature was already turned on by default, which was jolly considerate. There’s nothing in the documentation about how to disable it, though, should you wish to – or, for that matter, how to actually produce capital letters.
To turn Caps Lock option on or off, go into Settings, select General and then Keyboard. Then either tap or swipe Enable Caps Lock to turn it on or off. Exit Settings. Et voilà! Now you’ll be able to toggle capital letters on and off on the fly.
Now that the Caps Lock feature is enabled, tap the shift key twice in quick succession. The shift key changes to indicate that Caps Lock is now on. If you’re using iOS 8 the button changes as per the screenshot below. If you’re using an older iOS it turns blue or grey, depending which version you have. However it looks, you can now type away in capital letters – or full caps as it’s also known of course – to your heart’s content.
When you’ve finished with Caps Lock for the moment, tap it once to unlock it so you can, once again, type single capital letters and have them automatically appear at the beginning of sentences.