Which words you capitalize depends on the capitalization style you use. Title case and sentence case are two common capitalization styles that follow different rules:
In title case, the initial letter of every major word (such as a verb) is capitalized, while minor words (such as coordinating conjunctions) are typically in lowercase. Title case is most frequently used for headings and the titles of published works.
In sentence case, only the first word of a sentence is capitalized, along with any proper nouns (names of specific people, places, etc.).
However, these rules may vary. Follow the advice outlined in your style guide.