When people talk about caps lock, they mean the key on the keyboard that allows all letters to be written in uppercase. In chats, it is perceived as if you are shouting in the text. Caps lock is convenient when you need to highlight a title or important information. Writing in all caps is a way to make the text more noticeable, but it is important not to overuse it, as constant use of caps can annoy readers.
What does it mean to write in all caps constantly? It is when the text looks like you pressed caps lock and forgot to turn it off. Caps is a kind of way to express emotions or emphasize something important in the text. But remember that it can be perceived as overly emotional communication, so use it carefully.