In the replacement part of a substitution command, i.e. between the second ``/'' and third ``/'',
\u means make the following character upper case
\l means make the following character lower case
\U means make the rest of the replacement upper case
\L means make the rest of the replacement lower case
How about a few examples?
:18,43s/\<./\U&/G
:s/[UuLl][PpOo][PpWw][Ee][Rr]/\L&/
:%s/.*/\U&/
:'m,'ns/.*/\U&/
:?^$?,/^$/s/.*/\L&/
:?^$?,/^$/s/\([^ ][^ ]*\)/\u&/g
:1,$s/^\([^ ]*\) \([^ ]*\) \(.*\)/\1 \U\2\e \3/