How can you type a capital letter after pressing the shift key instead of pressing the letter and shift key simultaneously

Apple menu > System Preferences > Accessibility > Keyboard > Hardware > Enable Sticky Keys

Press the caps lock key instead of the shift key.

I can press the shift key, and then any letter and it results in a capital letter. Doesn't matter if it is the Terminal application, Pages, MS Word, LibreOffice Writer, or this input area in Safari. For contiguous capital letters, see FoxFifth's reply.

Tested: macOS 12.3.

I've never even thought of trying that, so I just did in Word and in Pages with macOS 12.3 and it doesn't work for me. Must be an option somewhere but I don't see any in System Preferences - Keyboard.