The capitalization is a matter of style, not grammar. You can look at any number of style guides, including the Chicago Manual of Style or the AP Stylebook for guidance on that.
Yes, grammar is followed on things like subject verb agreement, but headlines are often written in a shorted style, omitting articles or perhaps prepositions.
A headline in a newspaper is not the same as a title used as a chapter heading. Newspaper headlines omit articles and other words because they don't have much space. If you are writing a title that will be used as a chapter heading, then YES you should follow all the rules of grammar.