(define-key global-map [Scroll_Lock]    'scroll-lock-mode)

and the docstring of scroll-lock-mode says:

  Note that the default key binding to Scroll_Lock will not work on
  MS-Windows systems if ‘w32-scroll-lock-modifier’ is non-nil.

And the default value of w32-scroll-lock-modifier is nil:

  w32-scroll-lock-modifier is a variable defined in ‘C source code’.
  Its value is nil

But the Scroll Lock key does not generate a Scroll_Lock event, but scroll:

  <scroll> is undefined

Shouldn't the binding be to [scroll] on Windows?