This is one way, using column A as the target column. The code goes into
the Sheet code module. Right click the sheet tab and select view code to
open the code windowl
Private Sub Worksheet_Change(ByVal Target As Range)
If Target.Cells.Count > 1 Then Exit Sub
If Not Intersect(Target, Range("A:A")) Is Nothing Then
Target.Value = UCase(Target.Value)
End If
End Sub