Short Answer: Yes
Long Answer: Halloween is a holiday and proper noun, so it should be capitalized according to title capitalization rules.
What about capitalizing the word “night” after Halloween?
While Halloween is a holiday and proper noun, the word “night” right afterward is not capitalized in a sentence, but will be capitalized in a title if you are using any of the styles in title case such as when referring to the movie “Halloween Night.”
You can read more about how to capitalize Halloween in this article.