I know that the first time a character appears in Action, his name is capitalized, but is the same true for 'extras' who don't have names? That is to say, if there is a crowd of people, and I want to focus on a single person, in the action lines, would it be 'boy' or 'BOY'?

If you want to focus on anything, capitalize it -- the BOY in the crowd of spectators, the CREAK of the door in the abandoned house, the HEADLIGHTS stabbing through the dark night on the lonely road...

Just use it for emphasis, don't overdo it. Because the point is to emphasize something so the reader doesn't miss it; but conversely, if every other word is capitalized, it makes the text hard to read and the reader is likely to skip past it.