Control Panel > icon view > Ease of Access > "Make it easier to Focus on Tasks" > CHECK "Turn on Toggle Keys" and, if you like... CHECK "Turn on Toggle Keys by holding down the NUM LOCK key for 5 seconds"
You may adjust how long the "Caps Lock" (and other messages) appear on the scree n: Under "Adjust the time limits and flashing visuals" > Drop down Menu... Select t ime...