I guess the key over here is to get the list of variable names from the dataset and then perform the upcase function.
Following macro could serve the purpose
%macro to_upcase(dataset);
data Upcase;
set &dataset;
%let num_vars=%sysfunc(attrn(&dsid.,nvars)); %let dsid=%sysfunc(open(&dataset,i));
%do i=1 %to &num_vars.;
%let vname=%sysfunc(varname(&dsid.,&i));
&vname=upcase(&vname);
%end;
%let rc= %sysfunc(close(&dsid.));
run;
%mend;
%to_upcase(<<dataset name>>);
Refer following documentation
http://support.sas.com/documentation/cdl/en/lrdict/63026/HTML/default/viewer.htm#a000212040.htm
-D