Capitalize CI step names. (#775)

GitHub Actions itself capitalizes the first word, e.g. the first step is
always *Set up job*. This PR matches that style in our own steps. For
the steps that are referencing lowercase commands the PR prepends *Run*
as that is also what GitHub uses, e.g. *Run actions/foo@v3*.

Beyond the capitalization changes the Rust toolchain version is now in
the step name for quicker glance value.