If your original "surname" field is formatted to be capitalized then the concatenated field will respect the formatting. So . . . simply format the surname field as capitalized.
Is there a way to, for example, capitalize just the surname so the field would read as: SURNAME, Given??
Upper ( Surname ) & ", " & GivenName
If this is only for a print layout then you don't need to create a new field to handle this. Use merge field instead as:
Each merge field can be formatted individually so select the first merge (or only the first chevron of it) and change to UPPERCASE using Format > Text or using Inspector.