The word "key" may refer to either 1) a tonality, or 2) a physical part of an instrument which must be depressed with the fingers.
On keyboard and woodwind instruments, a "key" is a physical part of the instrument which must be depressed with one of the fingers to produce the desired note.
On keyboard instruments (whose categorical name is indeed derived from the presence of a row of keys), depressing a key is the normal way to produce a sound, as the key is a lever whose physical action actually produces the sound:
Many different types of keyboards have been invented; the most well-known by far is the standard Halberstadt keyboard.
On woodwind instruments, the player blowing air thru the instrument causes the production of the sound, and depressing the various holes and keys with the fingers covers or uncovers the holes needed to produce the desired note.