Here are three ways of doing it:
Private Sub Workbook_SheetChange(ByVal Sh As Object, ByVal Source As Range)
Dim rng As Range
'Make all to be entered text Caps.
'Load from ThisWorkBook Module.
With Application
.EnableEvents = False
For Each rng In Source
rng.Value = UCase(rng.Value)
Next
.EnableEvents = True
End With
End Sub
Sub MakeUpper()
'Change the Range below to the working Range to use!
'Sheet module code.
'Work on a range only.
For Each c In Worksheets("Sheet1").Range("A3:AA3")
c.Value = UCase(c.Value)
Next c
End Sub
Sub MakeSelectUC()
'Sheet module code.
'Work on a selection only.
For Each c In ActiveCell.CurrentRegion.Cells
Selection.Value = UCase(c.Value)
Next c
End Sub