In my opinion this is the best use for the otherwise completely useless caps lock key (in my opinion). How can it be done in Windows?
It does not seem like there is any way to transparently remap keyboard events into mouse events.
But, you can make it work almost the same. Install SharpKeys, and add following keyboard mapping:
(you will need to logoff and logon again). This will make Capslock to work the same as right Menu key, which for most intents and purposes does the same job as mouse right click, or calling object properties.