Only proper nouns require capitalization.
In "The king of Marlon", only "Marlon" is a proper noun. King is just a common noun, because it's being described by "of Marlon". If, on the other hand, you were to say "King Marlon", then "King" would need to be capitalized because it's being used as a title, and is thus part of a proper noun.
Or in another example, "The head chef of Conchita's estate", versus "Head Chef Joseph".
While capitalization is allowed and sometimes used (when referring to a specific King or Queen) for respect, it's not required.