Type > Change Case > Lowercase will convert any selected text to lowercase, even if it was typed in all caps. There are a few reasons this might not change the appearance of the text. The text might be in a font that has no lowercase letters. Sometimes these fonts repeat the uppercase letters where the lowercase letters would be. The text might be formatted in All Caps. You can turn this off in the Character panel or by selecting the text and pressing Command-Shift-K (Mac) or Control-Shift-K (Windows).