Unless the article is specifically part of the name, it is not capitalized.
For example, the American store, The Home Depot, has a capital 'T', because that's the name of the store (though commonly referred to just as Home Depot).
However, if there is only one of a particular store in your town, but the 'the' is not part of the name, it is not capitalized. ie Let's go to the Walmart.
There is only 1 (real) Eiffel Tower, so it needs the definite article. But since it's not part of the name, it is not capitalized = the Eiffel Tower.