Do I have to capitalize 'AND' and 'OR' when I'm searching article databases and library catalogs? That seems tedious.

Definitely not - catalogs, search engines, and databases are not usually case sensitive, so lowercase 'and' and 'or' searching is fine (along with 'not', these words are known as 'Boolean operators'). You actually don't need to capitalize much of anything when you're searching, including proper names and nouns. In this case, ignoring grammar can save a lot of time.