I think this would need to be done by script. There is no access in the Find/Change dialog or the style defintion dialog to use Title case.
(Read the comments to find Dave Saunders' script -- read http://indesignsecrets.com/forum/indesign-add-ons-scripts-scripting-and-plug-ins/req-chang e-case-of-selected-style-script-for-indesign-cs4 for how to use it with modern IDs.)
Thanks, but unless I'm reading it wrong, this tip is to apply the "all caps" style setting, which is not really changing the text -- just how it appears.
I am exporting this document as an EPUB, so I need to actually change the text to be title case, i.e. "real" upper case letters.