A regular PC keyboard generally has 3 key locks. They are Caps Lock, Scroll Lock and Num Lock. While more and more keyboard layouts and PC manufacture have started dropping Scroll Lock for some years now, if you don’t have a number pad section, then you also don’t have a Num Lock. This leaves the only lock that’s consistent in almost all keyboards – the Caps Lock.
If for some reason, you press the Caps Lock and the light doesn’t turn off, this might be why. Check if pressing the SHIFT key would turn off the CAPS lock. If that does the trick, then the reason is your Windows setting had the CAPS lock only turned off by pressing a SHIFT key selected. You can fix this by going to Settings > Language > Keyboard.
Under the Keyboard setting, find the Input language hotkeys at the prompt under the “Advanced Key Settings” make sure to turn off Caps Lock is selected with Press the CAPS LOCK key instead of Press the SHIFT key.
Rest assured your CAPS-lock key isn’t stuck, and you can troubleshoot to see if this is a keyboard’s mechanic problem or a software issue.
If your CAPS-lock still not working as you were expecting, try disconnect and plug-in or if you have an option, swap out the keyboard this way. You can find out quickly if this is a software limitation or physical keyboard issue.