There is some disagreement about this. You should definitely capitalise all the words except the subsidiary words, that is the non-content words. All nouns, full verbs, adverbs and adjectives should be capitalised.
The disagreement lies in what constitutes a non-content word. You definitely shouldn't capitalise articles ("the" "a") unless an article is the first word in a title (we refer to The Times, for instance.) I was also taught that you shouldn't capitalise prepositions either (on, in under etc) or pronouns (he, him etc) - apart from I, of course. You can find this rule in some punctuation manuals even now, but if you look at what people actually do, there is a tendency to capitalise more than before. So a typical title might be:
Gone With the Wind; He Knew He Was Right
Whereas formerly it might have been:
Gone with the Wind; He Knew he was Right.
So in modern English, you are probably safe if you capitalise most words apart from articles.
The disagreement lies in what constitutes a non-content word. You definitely shouldn't capitalise articles ("the" "a") unless an article is the first word in a title (we refer to The Times, for instance.) I was also taught that you shouldn't capitalise prepositions either (on, in under etc) or pronouns (he, him etc) - apart from I, of course. You can find this rule in some punctuation manuals even now, but if you look at what people actually do, there is a tendency to capitalise more than before. So a typical title might be:
Gone With the Wind; He Knew He Was Right
Whereas formerly it might have been:
Gone with the Wind; He Knew he was Right.
So in modern English, you are probably safe if you capitalise most words apart from articles.