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Karabiner Elements is great for doing this kind of remapping on macOS

The equivalent for Windows would probably be AutoHotkey

OS X can natively set Caps Lock (or any of the other modifiers) to CTRL,ALT,CMD,Esc,Caps. in the Keyboard Pref Pane at least as of 10.13.

Of course Karabiner can do quite a bit more than that. But if you can't or don't want to install more software it's a choice available to you.