How to Activate CapsLock and NumLock from Code
Declarations
Add the following code into the declarations section of a module:

Public Const VK_CAPITAL = &H14

Public Type KeyboardBytes
kbByte(0 To 255) As Byte
End Type

Public kbArray As KeyboardBytes

Public Declare Function GetKeyState Lib "user32" _
(ByVal nVirtKey As Long) As Long

Public Declare Function GetKeyboardState Lib "user32" _
(kbArray As KeyboardBytes) As Long

Public Declare Function SetKeyboardState Lib "user32" _
(kbArray As KeyboardBytes) As Long
Code
On a form, add a 3 command buttons
(cmdToggle, cmdTurnOn, cmdTurnOff) and a label (Label1).
Add the following code to the form:

Private Sub Form_Load()
If CapsLock() = 1 Then Label1 = "On" Else _
Label1 = "Off"
End Sub
Private Sub cmdToggle_Click()
GetKeyboardState kbArray
kbArray.kbByte(VK_CAPITAL) = _
IIf(kbArray.kbByte(VK_CAPITAL) = 1, 0, 1)
SetKeyboardState kbArray

Label1 = IIf(CapsLock() = 1, "On", "Off")
End Sub
Private Sub cmdTurnOn_Click()
GetKeyboardState kbArray
kbArray.kbByte(VK_CAPITAL) = 1
SetKeyboardState kbArray

Label1 = IIf(CapsLock() = 1, "On", "Off")
End Sub
Private Sub cmdTurnOff_Click()
GetKeyboardState kbArray
kbArray.kbByte(VK_CAPITAL) = 0
SetKeyboardState kbArray

Label1 = IIf(CapsLock() = 1, "On", "Off")
End Sub
Comments
The keyboard APIs for VB4-16 and VB3 do not support the byte data type.

By changing the Windows constant to Public
Const VK_NUMLOCK = &H90, you can use the above to activate the NumLock key.