The domain name part (e.g.
http://www.vintage-radio.net) isn't. However what comes afterwards is because it relates to the names of directories and files on the target computer. These are generally some sort of UNIX where case is important. So
http://www.vintage-radio.net/forum is OK,
HTTP://WWW.VINTAGE-RADIO.NET/forum is also OK but
http://www.vintage-radio.net/Forum will result in a 404 error. (Try it and see).