How to capitalize every third letter ot a string in C#?

I suspect you just want something like this:

// String is immutable; copy to a char[] so we can modify that in-place
char[] chars = input.ToCharArray();
for (int i = 0; i < chars.Length; i += 3)
{
    chars[i] = char.ToUpper(chars[i]);
}
// Now construct a new String from the modified character array
string output = new string(chars);

That assumes you want to start capitalizing from the first letter, so "abcdefghij" would become "AbcDefGhiJ". If you want to start capitalizing elsewhere, just change the initial value of i.