If you want to set the startup state for any or all of these keys, you just need to edit the registry.

Start Regedit

Go to HKEY_CURRENT_USER \ Control Panel \ Keyboard

Open InitialKeyboardIndicators

Change the value to one of the following numbers

0 - All Keys off
1 - Caps Lock on
2 - Num Lock on
4 - Scroll Lock on

For multiple keys, add their values:

3 - Caps Lock and Num Lock on
5 - Caps Lock and Scroll Lock on
6 - Num Lock and Scroll Lock on
7 - Caps Lock, Num Lock, and Scroll Lock on

Log off and back on again 
 

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