Okay, in most style guides, you don’t capitalize prepositions in titles.
Eg/
The Present She Gave to Me
What about infinitives that have “to” as a particle?
Is it like:
Dog Jumping: What to Expect or Dog Jumping: What To Expect.
According to The Chicago Manual of Style, “Lowercase the words to and as in any grammatical function, for simplicity’s sake.” § 8.167(6) at p. 367 (15th ed. 2003).
Are you publishing? Or is this for school?
More author’s will surface to tell you more, but from my brief authoring adventures, titling is up to the house that publishes it and follows some strict guidlines.
Well, I know that “To” is capitalized in To Kill a Mockingbird 
It’s part of an advertising piece. I believe it’s actually already gone through our super-awesome proofreader, so I assume it’s correct (he does occasionally miss stuff, but it’s rare). We outsource that stuff to him and he swamped right now, so I don’t want to call and bug him as I often do when I get curious about some of the more nuanced grammar/style questions that I come across at work.
I was wondering more about the actual rule. In this case title contains “What To Expect” other prepositions in the title are not capitlaized, but that’s the only one that’s a particle in an infitive. Hence I’m wondering what the real deal is.
My style guide doesn’t mention anything one way or the other about such particles, but it’s not very thorough.
This probably varies according to style book, but the Writer’s Block website, which mainly follows the Chicago Manual of Style, includes capitalization examples that seem to be on-point:
The first word of a title is always capitalized.
So is the last, though that’s not often an issue.