What is the difference between the caps lock and the shift key?

Caps Lock will "lock" you into typing capital letters when you press it. You will continue to type in upper case until you press the caps lock key again to release it, at which point your work will be produced in lower case again. Caps lock only affects the letters A-Z and is mainly used if you want to type anything more than a couple of consecutive letters in capitals.

Shift will only affect what you type while you actually hold that key down; it does not "lock" in the same way that caps lock does. Shift will also produce capital A-Z letters but in addition it allows you to select special characters on the keyboard, for instance the symbols set above the numbers and the use of quotes and other specials that you see in the top half of the keys on your keyboard.