Renita,
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...