What changes and what does not
Lowercase letters are replaced by small capitals. Capitals, digits and punctuation are left alone, so a capital at the start of a sentence stays full size while the rest turns small.
Two letters are special
Unicode has no small capital x, so x stays an ordinary x. The small capital q is a newer character that many fonts lack, so this generator uses a look-alike, a small o with a tail, which reads as q in context.
Where the letters come from
They are borrowed from phonetic alphabets, not from typography. That means the spacing and weight can look a little uneven next to ordinary letters.
On a website, use real small caps
If you are building a page, CSS can do true small caps without changing the text: font-variant: small-caps. That keeps the words as ordinary letters for search and screen readers.