@elextr, I actually did look at that page while making this change, and generally followed the GNOME guideliines for header capitalization.
I chose to make only one difference from those guidelines: I used the capitalization "Create New File" rather than "Create new File". That's because "Create new File" looks strange to me since "new" is an important word in the menu item.
Is there some other text in this change that you are concerned about?