HMSegmentedControl *segmentedControl = [[HMSegmentedControl alloc] initWithSectionTitles:@[@"FIRST", @"SECOND", @"THIRD"]];
The font will render the character you ask it to; you have to use an uppercase letter and not a lowercase one (they are different).
If the text isn't hardcoded, convert it with [NSString uppercaseString]
before creating the control.
Your choice of font will decide how the individual glyphs are rendered to the screen (are they bold, italic; comic sans or courier etc). But you can't apply CSS-style styling to render them uppercase (much as you can't do that by formation the font using a word processor's font tool.
You simply need to uppercase the string you are passing in.