Как включить Caps Lock
  
 
procedure TMyForm.Button1Click(Sender: TObject);
Var
  KeyState:  TKeyboardState;
begin
  GetKeyboardState(KeyState);
  if (KeyState[VK_NUMLOCK] = 0) then
    KeyState[VK_NUMLOCK] := 1
  else
    KeyState[VK_NUMLOCK] := 0;
  SetKeyboardState(KeyState);
end;
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Для Caps Lock замените VK_NUMLOCK на VK_CAPITAL. 
 
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