My home laptop doesn't have any lights or indicators to show that I've got numlock, caps lock or scroll lock on. The only indication I get is when a program tells me I got caps lock on when entering a password, and that's just for caps lock. It's possible I missed this indicator somewhere, but there is no indicator near the button and no indicator above the keyboard.
I use Windows 7, with an Acer Aspire 2528 (I think, haven't checked the serial number recently, but it's a few years old by now, from 2010). I'm looking for preferably a built-in message from Windows which will tell me if I got numlock or caps lock enabled.