Press <C-G>c in insert mode to get a temporary software caps lock.
If you don't have a preferred installation method, I recommend installing pathogen.vim, and then simply copy and paste:
cd ~/.vim/bundle
git clone git://github.com/tpope/vim-capslock.git
Once help tags have been generated, you can view the manual with
:help capslock.
See the contribution guidelines for pathogen.vim.
Like capslock.vim? Follow the repository on GitHub and vote for it on vim.org. And if you're feeling especially charitable, follow tpope on Twitter and GitHub.
Copyright (c) Tim Pope. Distributed under the same terms as Vim itself.
See :help license.