No, trademarks do not always need to be capitalized, rather, they should be used in their normal form, whether lowercase, mix of upper and lower case, or all capitalization. So long as they are used in association with goods and services, they will be "in use" for trademark purposes.
When we are using trademarks in communications with the trademark office, we use the capitalized form to set the trademark off from other text in the submission, to show that it is a trademark, and when filing we use capitalization for trademarks to let the USPTO know that the mark is protected in all forms, lowercase and uppercase.
Let us know if you have any questions about using your trademark, and ensuring consistent use!