Capitalization of Attorney General Office
If that is the actual proper name of the office, then you would write "Attorney General Office."
HOWEVER, if it isn't the actual proper name, or even if you don't know if it is, then you wouldn't write "Attorney General Office." But you wouldn't write "attorney general office," either. You'd instead "attorney general's office," the possessive "-'s" denoting the "of" in your phrase "office of the attorney general."