I am embarrassed! I owe you an apology! That reply of mine was not only worthless but, with my luck, it could have offended you and that's not a nice thing to do to a newbie.
In a nutshell, the ability to display the Caps Lock status as ON or OFF (which you would need if your key has no light) was removed from Win10, and as I understand it, it's now a function of the keyboard manufacturer's firmware. What IS in the operating system is the ability to have a "beep" alert when you turn Caps Lock ON, and a different toned beep when you turn it OFF. Not the best solution in my mind.
There is an awful lot of discussion on the web about this problem, including the availability of free (and apparently safe) software that will give you what you want. Instead of trying to tell you about it here, I’ll put a link below to a website with a very long discussion. I recommend that you start at the beginning and just plow your way through it to the end. You’ll run into duplication, of course, and a wide variety of opinions, but by the time you get to the end of it you’ll pretty much be an expert on the subject. My guess is that you will download one of the software packages and have what you’re looking for.
If you need more help on anything (not just Caps Lock) I’ll be happy to help you. After my first reply, I feel as though I owe it to you. I started programming in 1957. I don’t know it all, by any means, but I can claim a little more experience than the average guy. I have time on my hands, and a lot of it is involved with keeping computers running smoothly for my ex (MacBook), my oldest daughter (Dell laptop), and my own (iMac). I use TeamViewer software that — if you install it — allows me to share your Dell (only with your permission) as though I were sitting right there with you — kinda neat.
Thanks. (Being old doesn't necessarily equate to being smart!) I had a hunch it was not a good idea when I did it. Now that I see that I'm notified when someone posts a reply, she can ask for help here.