The light on my caps lock key no longer comes on when I just it. How do I get it back?

Well there are many Blue Tooth Apple keyboards so please try the following:

The following will require any USB keyboard and mouse. If you don’t have them, borrow or buy them, they are inexpensive!

1.     Connect the USB keyboard and mouse to the computer.

2.     Open System Preferences – Bluetooth

3.     Un-pair the wireless keyboard and mouse.

4.     Turn off Bluetooth

5.     Restart the computer in Safe Mode per the directions in https://support.apple.com/en-us/HT201262

6.     Restart the computer normally.

7.     Open System Preferences – Bluetooth

8.     Turn on Bluetooth

9.     Re-Pair the wireless keyboard and mouse.

10.  Unplug the USB keyboard and mouse and begin testing the wireless devices again. 

If that does not work, please try resetting the SMC 2-4 times and if that does not fix it, it's time for a new keyboard. SMC Reset

What keyboard do you own?