You need a developer key to build with the SDK, and you just need to generate your own. (it's your own key, keep it safe). See "Generating a developer key" in the programmer's guide. It's used by the compiler to sign your .prg files.
What sample do you see where it needs a key? Does it do makeWebRequest() calls or something where you actually need an API KEY to access a website or something? That really depends on what site you are accessing.
