While pp. 183-187 of World Braille Usage does not list capital or upper case letters, they do exist. An online search of Greek capital letters confirms this, along with the information that capital letters are seldom used. p. 49 of the UEB Rules lists in section 4.5 the capital Greek alpha. This listing would be used for individual Greek letters used in English contexts or English technical materials.
From a previous query, I'm assuming you are using WBU, which does not list information about punctuation. So, for the capital letter in your sample, use the UEB prefix dot 6 as outlined in UEB section 8 along with dot 1 for alpha. If we need to discuss the print mark before your capital letter, please send along a print sample.