Pick your battles when deciding what corrections to make on speech, writing, spelling, etc. For a beginner, capitalization, punctuation and spelling are not the focus, and can be postponed until later.
My student loves it when I bring in real stuff! When we talk about shopping, I bring in grocery flyers (“What does ‘Limit 5’ or ‘per pound’ mean?”) and various foods. When talking about ordering at a restaurant, I bring in a menu, or fashion a Culver’s cap and pretend to be the counter person.