The title of a book is generally given with the main words with capital letters:
The Streets of Ankh-Morpork
All Quiet on the Western Front
The way in which chapter titles are presented depends on the style chosen by the publisher of the book. They can be as the book title; they can be all lower case except for first word and proper names; they can be in caps and small caps. They are not generally all in capital letters as this is too dominating on a page.