How can I have the sans serif small caps with this fonts?
\documentclass{book}
% Latin Modern with oldstyle digits
\usepackage[%
rm={oldstyle,proportional},%
sf={oldstyle,proportional},%
tt={oldstyle=false,proportional=false,monowidth}%
]{cfr-lm}
\begin{document}
\sffamily\scshape test
\end{document}
Best Answer
There is no small caps shape in the Latin Modern Sans typeface family (either in Type1 or in OpenType format).
So the answer is "no, you can't have sans serif small caps", because the shape doesn't exist.
See this paper by W. Robertson for a description of the available faces and shapes.