To specify the key being pressed, you'll want to work this into the event actions. For example, if you wanted something to happen when you press Enter, you'd want to specify a switch. You can use formula with If to say (as an example) "If event > key equals Enter do some action" e.g. hide an element/component on the page.
The challenge is actually listening to the event. If memory serves me correctly, you'll need to set the top level page div to be focused on load, so you'll need to specify a tabindex of 0 and set an id for the div. On page load, you have a focus event that gets the id of the div to focus it. Then when you hit the key, it should work as expected.
Try setting up a variable first and link it to a a text element so that you can see that the key is changing when you press it. Then you can work on the logic for specific key presses.