If you have an Apple keyboard with numeric keypad Then the 0 key on the numeric keypad is INSERT in Windows Try plugging in a PC-style USB keyboard and pressing Insert in the program I need the insert key in the Midnight Commander (MC) running in Terminal and in Remote Desktop Connection (RDP) when connecting to my Windows PC.
CAPS LOCK cannot be easily used as a replacement, due to the different (to Windows) way that Mac keyboards handle it. Or it may be the power button (some keyboards allow the power button to act as the eject key) Mac laptops do not have the INSERT key. Depending on which keyboard you have, it may be F12 or it may be Eject. My keyboard has a separate F12 and a separate Eject key, so it was the fn+Eject key that functioned as an Insert key.
