Indicator Keyblock is an appindicator that displays the status (on/off) of keyboard lock keys (caps lock, num lock and scroll lock). It's very useful when the keyboard doesn't have LEDs to display this information.
Open a terminal window and run:
sudo apt-get update && sudo apt-get install indicator-keylock -y
To install Indicator Keylock icon themes run:
Press Alt+F2 (or run a terminal emulator) and enter: indicator-keylock
(tip: You can add it to Xfce session startup using this as the command, see this).
If you unchecked the option "Use an application indicator" and now want it back, run