Depends... on what sentence do you refer to? In this sentence you can use capital letter only at the beginning of a period and usually after a full stop, question mark or exclamation mark.
I was speaking generally. I am wondering when you use capital letters in Greek.
Here you can find a very long article: http://publications.europa.eu/code/el/el-4100300el.htm
Generally, it is similar to English, for instance, days, months, constellations, planets, continents, countries, cities, villages, names and surnames, companies and organisations, celebrations (Christmas/Easter), etc.