A:  In real mode, to access the shift states you would use the following code.

var
   ShiftStates: Word;

begin
  ShiftStates := MemW[$0040: $0017];
  :
  :
end;

In protected mode, it is necessary to set up a selector to access memory directly.

var
  ShiftSel: Word;
  ShiftStates: Word;
begin
  ShiftSel := AllocSelector(DSeg);
  SetSelectorBase(ShiftSel, $00400);
  SetSelectorLimit(ShiftSel, $10000);
  ShiftStates := MemW[ShiftSel: $0017];
  :
  :
end;

Notice that in SetSelectorBase the value $00400 is used instead of $0040. The value represents a complete 20-bit linear address.  For instance, if you needed to set a selector to point to the real mode segment $D000, you would use the value $D0000 in the call to SetSelectorBase.