The easiest way is to change to using the laptop keyboard layout as opposed to desktop.
You also have the option to add it to the existing Insert and NumPad Insert that are the two defaults for desktop keyboard layout with a checkbox.
All of this is in NVDA Settings [NVDA+N,P,S], Keyboard Pane [which can be found by hitting K for first letter Nav], then tabbing over and going through the settings. (Two tabs should land you on the checkbox to add Caps Lock to the NVDA Modifier Key collection if you are using Desktop keyboard layout.)
Brian - Windows 10 Pro, 64-Bit, Version 20H2, Build 19042
Any idiot can face a crisis. It's the day-to-day living that wears you out.
~ Anton Chekhov