Step 1: Open Device Manager, either by searching for it or through the Control Panel.
Step 2: Under Human Interface Devices, find the entry for the keyboard for which the lock lights are not working.
Step 3: Under the View menu, choose "Devices by connection".
Step 4: You will now have a view showing what the keyboard is connected to. Move up the tree (past USB Composite Device, if present) to find the USB hub (either external hub or internal root hub) to which the device is connected.
Step 5: Right-click this device, and choose "Uninstall device". Then re-plug the hub (if external), or reboot the computer (if internal root hub) to force a driver reinstallation. You should now have fully functional lock lights.