Not sure what the problem is here. No, it does not light up. However the capacitive Windows button is easy to find since it is in the center of the bottom bezel. Not sure why that is in a problem even in total darkness and cant feel the other features of the edges, you know it is in the center of one of the two long edges. That has nothing to do with the touch cover.
As you may have learned by now you were mistaken in your thinking of how the capacitive Widows key behaves if you meant that to mean like a pre-Windows 8 PC. It is not the same as the Windows key on a keyboard but instead acts as a home button taking you to the start screen from an app and pressing it again returns you from the start screen to the app previously being used.
Really it is not a vital button at all since the same thing can be accomplished by swiping from the left edge towards the center of the screen to cycle through open apps. Dragging part way to the center and then back to the left edge brings up a list of open apps along the left edge to allow you to specifically choose the app you want or the start screen. With just a little practice at this gesture based multitasking there is little reason to ever use the capacitive Windows button.