There are two ways to enforce automatic capitalization of a value within a Woodpecker field: 

One, is to create a separate Formula field that uses the UPPER()  function to capitalize another field's value (more info here). 

Another is to use Word's native auto-capitalization function to enforce capitalization of a selection of text in your document, and when a Woodpecker field is inserted at this location, the Woodpecker field will also automatically become capitalized. We will cover this second method in this guide. More in-depth details about the All Caps Format can be found here.
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First select the text in your document that you wish to auto-capitalize.

Press "control + D" (PC) or "command + D" (Mac).

Click the "All caps" checkbox and click the "OK" button in the bottom right.

Now insert your Woodpecker field at the same location as the capitalized text. Any value you provide for this Woodpecker field will automatically become capitalized by Word. 

NOTE: you can also insert a Woodpecker field into the document, select the inserted text and repeat the process above ("command/control + D" and select "All Caps"). This will result in that instance of your field becoming automatically capitalized moving forward.