Your MK240 keyboard's Scroll Lock is on the Insert key, located next to the F12 key in the upper-right corner.
To toggle Scroll Lock off or on, press the FN + Insert key at the same time. The FN key is beneath the Shift key on the left side of the keyboard.
NOTE: If you've installed the Logitech SetPoint mouse and keyboard software, the confirmation message "Scroll Lock Off" or "Scroll Lock On" will be displayed for about 2 seconds in the lower portion of your monitor each time you toggle the key. If you don't have SetPoint installed, you can download it.