The caption bar style should usually be left to the user to decide and is
ruled by the system. You could possibly tap into these system settings and
change the color and font type, but I doubt the user would be pleased as it
would change the caption style for every program.
However, there are cases where a custom caption bar is in place. In those
cases I believe you need to set BorderStyle.None and handle the caption bar
painting on your own, possibly by adjusting the ClientSize area to leave
space for a caption bar and handle WM_NCPaint to paint the caption bar (and
possibly borders).