There is no option in gnome-control-center to set CapsLock key to change keyboard layout.
Only way to solve that problem is: $ gsettings set org.gnome.desktop.input-sources xkb-options "['grp_led:caps', 'grp:caps_toggle']" But it is not comfortable for the user
I think you are looking not in gnome-control-center
Created attachment 1030810 [details] screenshot