In Age of Empires II, certain units have names which have no particular meaning in ordinary English, or for which the regular English definition is not the same as the AoE meaning. Proper nouns are capitalized in English; other nouns are not. We modify this convention in the walkthroughs to assist with unit identification. For example, there are three types of catapults in AoE2, in addition to the trebuchet super-catapult. If we simply write "catapult", then we could be referring to any of the three types, or we are using the word in the ordinary English sense. In this case, the ordinary English meaning of "catapult" conveys the required meaning adequately. On the other hand, if we write "Siege Onager", a term that would have no particular meaning in ordinary English, the capitalization indicates that we are referring to a specific AoE unit. Another example is "paladin". The regular English meaning of this word is different from the AoE meaning. If we capitalize it, it indicates that we are referring to a specific AoE unit.
Depending on who wrote a particular section, this convention will or will not be used.