As mentioned by others there's no cross platform way to do this, but on Windows you can do it like this:
The Code below checks if the key 'A' is down.
if(GetKeyState('A') & 0x8000/*Check if high-order bit is set (1 << 15)*/)
{
// Do stuff
}
In case of shift or similar you will need to pass one of these: https://msdn.microsoft.com/de-de/library/windows/desktop/dd375731(v=vs.85).aspx
if(GetKeyState(VK_SHIFT) & 0x8000)
{
// Shift down
}
The low-order bit indicates if key is toggled.
SHORT keyState = GetKeyState(VK_CAPITAL/*(caps lock)*/);
bool isToggled = keyState & 1;
bool isDown = keyState & 0x8000;
Oh and also don't forget to
#include <Windows.h>