A proper noun is the name of a particular person, place or other enitity. In English, proper nouns are always capitalized, e.g.:
Jane Carrigan works at Thompson Rivers University in Kamloops.
In APA style, the titles of books, articles and other works are given in "sentence case" rather than "title case," which means that words other than proper nouns are not capitalized (but note that first words of the title and subtitle are capitalized):
Active gaming in Dutch adolescents: A descriptive study.
The names of journals, magazines and newspapers are themselves proper nouns, so they are capitalized:
The International Journal of Behavioral Nutrition and Physical Activity
People Magazine
The Globe and Mail
Notice that even in names, minor words such as articles (e.g., the, a), prepositions (e.g., of, with) and conjunctions (e.g., and, or) are not capitalized unless they occur at the beginning of the name.