No, Chinese languages (including Mandarin, Cantonese, and others) do not have capital letters. The writing system is logographic: each character represents a word or meaningful unit (morpheme) and occupies a uniform square space, regardless of its position in a sentence.
In English and other alphabetic languages, capitalization marks proper nouns, sentence beginnings, and emphasis. Chinese achieves similar clarity through word order, particles, and punctuation without altering character shapes.
This fundamental difference reflects the distinct historical evolution of writing systems: logographic vs. phonemic.