How to know the Cap Lock is on or off for my Microsoft wireless keyboard 4000?

I don't have one of these keyboards, but there is usually a small led built into the caps lock key to indicate the lock is on, Push the caps lock key, and observe if any leds are changing state. If they are, it's the indicator led.
Otherwise, you will have to open Wordpad and type...to see the state of the key. It's possible the led isn't working, so check it's state in Wordpad.
Good luck, and hope this helps.