As she said, for the capital accented letters, you type the code for
the accent, and then the capital letter.
In Word, keying the basic accents (the ones used in West European
languages, and occasionally in English) is quite systematic.
Unfortunately, different Windows programs don't all use the same
codings. (All Mac programs use the same key sequences for the
accents.)
The scheme is, type Ctrl plus the item on the keyboard that looks most
like the accent. Thus:
Acute accent (/ shape) over a vowel: Ctrl-Apostrophe, vowel
Grave accent (\ shape) over a vowel: Ctrl-`, vowel (that's the key
left of the 1)
Circumflex accent (^ shape) over a vowel: Ctrl-Shift-^, vowel (Shift,
because it's the shifted 6)
Umlaut/dieresis (.. shape over a vowel): Ctrl-Shift-:, vowel
Tilde (~ shape over a vowel or n): Ctrl-Shift-~, vowel or n
Cedilla (hook under c): Ctrl-,, c
German double s: Ctrl-Shift-&, s
(It only works for the letters that use these accents in French,
German, and Spanish; if you want an acute-accent n for Polish, say,
you need a Polish keyboard or you're stuck with Insert Symbol.)
And some other letters in Scandinavian languages:
a with circle over, Ctrl-Shift-@, a
ae, Ctrl-Shift-&, a
oe, Ctrl-Shift-&, o [also sometimes still used in French]
crossed o, Ctrl-/, o
crossed d: Ctrl-Apostrophe, d
Spanish upside down ! or ?: Ctrl-Alt-Shift, ! or ?