Option Explicit
Private Declare Function GetKeyState Lib "user32" (ByVal nVirtKey As Long) As Integer

Public Function CapsLockOn() As Boolean
    Dim iKeyState As Integer
    iKeyState = GetKeyState(vbKeyCapital)
    CapsLockOn = (iKeyState = 1 Or iKeyState = -127)
End Function
Private Sub cmdIsCapsOn_Click()
    If CapsLockOn = True Then
        MsgBox "Yes, Capslock is on!"
    Else
        MsgBox "No, Capslock is NOT on!"
    End If
End Sub

'Private Declare Function GetKeyState Lib "user32" (ByVal nVirtKey As Long) As Integer
#If VBA7 Then
    Private Declare PtrSafe Function GetKeyState Lib "user32" (ByVal nVirtKey As LongPtr) As Integer
#Else
    Private Declare Function GetKeyState Lib "user32" (ByVal nVirtKey As Long) As Integer
#End If

Public Function CapsLockOn() As Boolean
    Dim iKeyState As Integer
    iKeyState = GetKeyState(vbKeyCapital)
    CapsLockOn = (iKeyState = 1 Or iKeyState = -127)
End Function

Private Sub TextBox1_Exit(ByVal Cancel As MSForms.ReturnBoolean)
    Me.TextBox1.BackColor = RGB(255, 255, 255)
End Sub

Private Sub TextBox1_KeyDown(ByVal KeyCode As MSForms.ReturnInteger, ByVal Shift As Integer)
    If CapsLockOn = True Then
        Me.TextBox1.BackColor = RGB(255, 0, 0)
    Else
        Me.TextBox1.BackColor = RGB(255, 255, 255)
    End If
End Sub