For menu entries, use maximal capitalisation:
Save Save As Create a New Profile New Tab
This helps the reader see where the name of the item ends and the text resumes, and so reduces ambiguity:
Choose the Inspect Document option.
not
Choose the Inspect document option.
[The latter could mean that Inspect is one of a series of document options.]
If the application you are describing does not use maximal capitalisation, your instructions will not accord exactly with what the user sees on their screen. This is acceptable.
Capitalise icon and button names:
If the icon does not include text, will readers know which icon to click? Make sure the discussion is clear. Users may see something different from you. For example, some applications allow a menu to be displayed as icons, icons plus text, or text. Be as precise as necessary, and avoid invalidly assuming everybody has the same setup as you.
Indicate items to be chosen from nested menus using a greater than sign (>):
Select: Window > Move To > Left Side, and click OK.