Answer in one line:

''.join(random.choice(string.ascii_uppercase + string.digits) for _ in range(N))

or even shorter starting with Python 3.6 using random.choices():

''.join(random.choices(string.ascii_uppercase + string.digits, k=N))

A cryptographically more secure version: see this post

''.join(random.SystemRandom().choice(string.ascii_uppercase + string.digits) for _ in range(N))

In details, with a clean function for further reuse:

>>> import string
>>> import random
>>> def id_generator(size=6, chars=string.ascii_uppercase + string.digits):
...    return ''.join(random.choice(chars) for _ in range(size))
...
>>> id_generator()
'G5G74W'
>>> id_generator(3, "6793YUIO")
'Y3U'

How does it work ?

We import string, a module that contains sequences of common ASCII characters, and random, a module that deals with random generation.

string.ascii_uppercase + string.digits just concatenates the list of characters representing uppercase ASCII chars and digits:

>>> string.ascii_uppercase
'ABCDEFGHIJKLMNOPQRSTUVWXYZ'
>>> string.digits
'0123456789'
>>> string.ascii_uppercase + string.digits
'ABCDEFGHIJKLMNOPQRSTUVWXYZ0123456789'

Then we use a list comprehension to create a list of 'n' elements:

>>> range(4) # range create a list of 'n' numbers
[0, 1, 2, 3]
>>> ['elem' for _ in range(4)] # we use range to create 4 times 'elem'
['elem', 'elem', 'elem', 'elem']

In the example above, we use [ to create the list, but we don't in the id_generator function so Python doesn't create the list in memory, but generates the elements on the fly, one by one (more about this here).

Instead of asking to create 'n' times the string elem, we will ask Python to create 'n' times a random character, picked from a sequence of characters:

>>> random.choice("abcde")
'a'
>>> random.choice("abcde")
'd'
>>> random.choice("abcde")
'b'

Therefore random.choice(chars) for _ in range(size) really is creating a sequence of size characters. Characters that are randomly picked from chars:

>>> [random.choice('abcde') for _ in range(3)]
['a', 'b', 'b']
>>> [random.choice('abcde') for _ in range(3)]
['e', 'b', 'e']
>>> [random.choice('abcde') for _ in range(3)]
['d', 'a', 'c']

Then we just join them with an empty string so the sequence becomes a string:

>>> ''.join(['a', 'b', 'b'])
'abb'
>>> [random.choice('abcde') for _ in range(3)]
['d', 'c', 'b']
>>> ''.join(random.choice('abcde') for _ in range(3))
'dac'

Don't use caps, numbers and letters; those are all constants available from the string module.

Don't assign j since it isn't used; name the iteration variable _ instead.

Replace your length / index / slice with a random.choices.

Don't call a variable list, since 1. it shadows an existing type called list, and 2. it isn't very descriptive.

Rather than your manual, unrolled string appending, just use ''.join().

A strictly equivalent implementation could be

import random
from string import ascii_lowercase, ascii_uppercase, digits

for _ in range(4):
    fill_caps = random.choice(ascii_uppercase)
    fill_number = random.choice(digits)
    fill_letter = random.choice(ascii_lowercase)
    choices = (fill_letter, fill_caps, fill_number)
    word = ''.join(random.choices(choices, k=6))
    print(word)

but your algorithm has some odd properties that, according to your comments, you did not intend. The output word will have the choice of only one lower-case letter, one upper-case letter and one digit. The simpler and less surprising thing to do is generate a word from any of those characters:

import random
from string import ascii_lowercase, ascii_uppercase, digits

choices = ascii_lowercase + ascii_uppercase + digits

for _ in range(4):
    word = ''.join(random.choices(choices, k=6))
    print(word)

Generating strings from (for example) lowercase characters:

import random, string

def randomword(length):
   letters = string.ascii_lowercase
   return ''.join(random.choice(letters) for i in range(length))

Results:

>>> randomword(10)
'vxnxikmhdc'
>>> randomword(10)
'ytqhdohksy'