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If you didn't put the .app file in Applications, go ahead and quit Case Shortcut, move it there and restart the app.
Case Shortcut need some permissions to be able to work across different apps as a global shortcut.
Go to "Settings" → "Security & privacy" → "Privacy" → "Accessibility" and check Case Shortcut.
Go to a textbox in any app, and mark some text. Then press the menu bar icon, and the case you want:
You can also use these combinations for UPPERCASE and lowercase
If you have feedback, suggestions, questions or problems, reach out to me on twitter.