There is an option in the keyboard section of Ease of Access in the Win 10 Settings menu. You can turn on indicators for Caps Lock, Numbers Lock and Scroll Lock. In the log on screen, you will see a "Caps Lock On" message if it is on. The same for the password screen coming from Sleep. In Win 10, you will hear one of two beeps when you change the Lock and a brief Message will appear in the lower right corner of the screen. There is no indicator visible all the time, only when a change is made.
XPS M1530, Win 10 CU Pro 32-bit
Inspiron E1705, Win 10 CU Pro 32-bit
Dimension 9100, Win 10 AU Pro 32 bit
Inspiron 660, Win 10 CU 64 bit
Inspiron 3668, Win 10 CU 64 bit
Asus T100 Tablet, Windows 10 CU 32 bit