Found the answer:

See: https://support.dataaccess.com/Forum...p?t-62807.html

You have to set psText, otherwise it does not show anything.

Code:
            Object oCapsPane is a cCJStatusBarPane
                Set piWidth to 40 
                Set piId to sbpIDCapslock
                Set psText to 'CAPS'
            End_Object


            Object oNumPane is a cCJStatusBarPane
                Set piWidth to 40
                 Set piId to sbpIDNumLock
                 Set psText to 'NUM'
            End_Object