Whenever I boot my windows server and after pressing my Ctrl + Alt +Del Key
If I click on caps lock it shows me black indication with only the caution sign showing.
What is the cause and what can I do please help me.

It's a feature built in to the log in screen. Its warning you that you caps lock is on. Most passwords aren't all caps.

Why are you putting it on? If you password is all caps, just hold shift when typing