You just need to use Microsoft Word's Change Case feature. Select the text you want to change the case of, using your mouse or keyboard. On the Home tab of the Ribbon, go to the Fonts command group and click the arrow next to the Change Case button.

Is there a shortcut to undo Caps Lock?

To undo the case change, press CTRL+ Z. To use a keyboard shortcut to change between lowercase, UPPERCASE, and Capitalize Each Word, select the text and press SHIFT + F3 until the case you want is applied.

How do I turn my Caps Lock back to normal?

The Caps Lock function can also be reversed by pressing Ctrl+Shift+Caps Lock. You can revert it to normal by pressing this combination of keys again.