Windows

https://github.com/randyrants/sharpkeys

$ choco install sharpkeys

how to install chocolatey and more

Mac

Keyboard settings or more advanced with Karabiner

Linux

GUI

just use tweak tool

Terminal

Inside a file ~/.xmodmap

remove Lock = Caps_Lock
keysym Caps_Lock = Control_L
add Control = Control_L

Inside .bashrc

xmodmap ~/.xmodmap