The number of shortcuts built into Word can be overwhelming and no one really uses most of them, but some are very useful. Small caps is great for headings in documents. Here is an added tip: If you press CTRL + SHIFT + K, the text will revert to small caps. Highlight the text, then press SHIFT + F3 until the text appears in all uppercase.
If you ever need to use text in all uppercase, this will work as well. If you press SHIFT + F3 a third time, the text reverts back to all uppercase. So now that you have text in lowercase, wouldn’t it nice to change that lowercase text into nice, sentence case text? Press SHIFT + F3 a second time and the sentence magically turns into sentence case.