Initial capitals is currently covered by Format.Character dialog, tab "Font
Effects". There select the effect "Title".
Reassigned to requirements.

Why wouldn't the Title Case be added to Change Case rather than or in addition
to the hidden location.

Also need addition of "Title Case" that actually uses REAL TITLE RULES (not like
Word, where Title Case is really First Letter Capital Case).  Title Case needs
to not capitalize a, an, the, of, . . . unless at the beginning or end.

This needs to also be added to Calc as it also needs a change case for
UPPERCASE, lowercase, Initial Capitals (or Title),  Sentence capitalization.

Regarding the needed feature being in the Format - Character dialog, the way
that works is NOT helpful at all.  The underlying text remains as you typed it,
but the effect is implemented to change what you see.  If you have a word in the
Title text area that you DON'T want to be capitalized there is no way to get rid
of the capital once you have the "effect" set to "Title" (other than select that
specific word and turn the "effect" off).  That's a BIG problem when there are
no rules used other than to capitalize the first letter of every single word. 
If you are going to go through all the trouble of having to reselect and then
change "effect" (rather than just re-type something badly named as "Title
Effect") you might as well just go through and capitalize the specific words you
want to begin with.  The object is to have features that save time and effort.