The correct answer to this open question is the following.
Although you forgot to include the options for this question, we can say the following.
The type of phrase that is the capitalized word is a "participle phrase."
In this case, the participle phrase is "Dressed in a white, sequin tutu."
As we can see, the sentence begins with the verb "to dress" in participle form=Dressed, followed by the adjective and the noun, which is also the direct object in the sentence.