Personal information of the Diploma's holder

Actually, it could be either, depending on context. You can obtain information ON someone in a police enquiry, but if you are talking about something belonging to someone, then you would use 'of'. Bernadette answered the rest.

Thank you for your help, Bernadette!

You can say, "the personal information of the diploma holder" OR "the diploma holder's personal information." Unless it's a title, none of these words should be capitalized. If it's a title, then capitalize "the" if it's the first word, and capitalize "Personal, Information, Diploma, Holder." Hope this helps!