Check Lock Keys state from command-line

simply run:

xset q

From man xset:

q       The q option gives you information on the current settings.

In the top section of the output, you will find your information, looking like:

Keyboard Control:
  auto repeat:  on    key click percent:  0    LED mask:  00000003
  XKB indicators:
    00: Caps Lock:   on     01: Num Lock:    on     02: Scroll Lock: off
    03: Compose:     off    04: Kana:        off    05: Sleep:       off
    06: Suspend:     off    07: Mute:        off    08: Misc:        off
    09: Mail:        off    10: Charging:    off    11: Shift Lock:  off
    12: Group 2:     off    13: Mouse Keys:  off

---

You can use grep to get specific result as follows:

$ xset -q | grep Caps
    00: Caps Lock:   off    01: Num Lock:    on     02: Scroll Lock: off