If you have a Mac that has a physical escape key, great. :)
(My impression is that escape-key-free Macs are an anomaly that Apple is now quietly trying to sweep under the rug; AFAIK, all current Macs have physical escape keys, and there are persistent rumors the whole Touch Bar idea is being replaced by a new revolutionary Apple invention called "function keys".)
Very pooly, the only easy option is to rebind Caps Lock to be Escape, but Apple doesn't let you rebind any key or combination, just Caps/Control/Option.