Welcome to the forums, Lilicar.
This is an issue of style, not grammar.
Some guides would say to not use a capital letter at all.
Some guides would say to use a capital letter if what follows the colon is a full sentence.
Some might say that when you have a definition, to do it as shown above.
What's important is to know your "house style" if there is one (that is, your own university or business), and if there isn't one, to be consistent in how you do it.