Another way:

sudo vi /etc/default/keyboard

then find the line that starts with XKBOPTIONS, and add ctrl:nocaps to make Caps Lock an additional Control key or ctrl:swapcaps to swap Caps Lock and Control.

For example, mine looks like

XKBOPTIONS="lv3:ralt_alt,compose:menu,ctrl:nocaps"

then run

sudo dpkg-reconfigure keyboard-configuration

The reason this way is better is that it will take effect on the virtual consoles (e.g. Ctrl+Alt+F1) as well as in the graphical desktop.