Please could you help me with the questions below?

1. How can I set the form to save responses with capital letters?

2. I need to format a field so that it displays leading zeros, something like this: "00.000.000 / 0000-00". Is it possible?

1.- You can try using a calculated control as shown in pic and you can hide it behind a panel if you don't want it displayed

You can resolve both requirements with workflow actions if you need it done after the Form is saved. Use build string to add the leading zeros