Yes it does. We use Unix systems, which employ a case-sensitive filesystem. It is entirely possible to have one file called index.html, another called Index.html, and another called INDEX.HTML. Of these, only index.html will be recognized and examined by the system.
This occasionally comes as quite a shock, particularly to Windows users who are used to ignoring filename case.
To avoid confusion and promote consistency, it is recommended that all files be uploaded using only all-lowercase filenames unless there is a specific reason to do otherwise. By adhering to this convention, you never have to wonder or remember whether (or how) you used uppercase letters in your filenames.
Many uploading utilities on systems that ignore case distinctions offer the ability to automatically convert filenames to lowercase. Using this option is highly recommended, but it is also necessary to make sure references to external files, such as images linked in an HTML file, also use the correct case.