function IsCapsLockOn : Boolean;
begin
 Result := 0 <> (GetKeyState(VK_CAPITAL) and $01);
end;

procedure AppOnIdle(Sender: TObject; var Done: Boolean);
...
procedure TForm1.AppOnIdle(Sender: TObject; var Done: Boolean);
begin
 CheckBox1.Checked := Odd(GetKeyState(VK_CAPITAL));
 CheckBox2.Checked := Odd(GetKeyState(VK_SHIFT));
 CheckBox3.Checked := Odd(GetKeyState(VK_NUMLOCK));
 CheckBox4.Checked := Odd(GetKeyState(VK_SCROLL));
 Done := False;
end;
procedure TForm1.FormCreate(Sender: TObject);
begin
 Application.OnIdle := AppOnIdle;
end;