In English, we capitalize (almost) all proper nouns.
Here is a deeper explanation:
There are two types of nouns. We use common nouns, and proper nouns. A proper noun is a noun with a specified name. (This just means: a proper noun is a name). Then, a common noun is any other noun.
Some examples of proper nouns are:
•Peoples names ("Hello, my name is Zachary!")
•Names of countries (France, Portugal, Germany, Japan, Canada)
•Demonyms (words that name a nationality [Please note: a demonym is NOT an adjective. A demonym is a pronoun related to nationality.]) ("The American walked across the street")
•Months (January, April, December)
One last thing it is important to know: You do not capitalize articles in a name unless it is the first word in a proper noun composing of a compound word (multi-word).
An example of this would be "The United States of America"
The articles in this name are "the" and "of"; because "the" is the first word, it can be capitalized, however, "of", coming in the middle, can not be capitalized.