|Syntactic Confectionery Delight|
Caps Lock and Shift Lock are actually two quite different functions that can be mapped to the same key:
Shift Lock largely emulates what could be archived even on old mechanical typewriters: A locked shift key. All letter keys return upper case letters, all number keys return interpunction characters, and keys with interpunction return alternate interpunction, just as if you hold the shift key with any of the keys (ignoring cursor and function keys).
Caps Lock is smarter, it affects only letter keys, so that you get upper case letters, but interpunction and number keys still return the unmodified interpunction or number.
Microsoft adds an "(IBM)" suffix to the selected keyboard mapping for keyboard mappings that use Caps Lock instead of Shift Lock.
On Linux and X11, the Caps Lock key can be remapped to implement the Caps Lock or Shift Lock function, it can switch between two different keyboard layouts, it can swap its function with the Ctrl key, and that are just a few possibilities.
Today I will gladly share my knowledge and experience, for there are no sweeter words than "I told you so". ;-)