You are close. Perhaps using a variable with name "ID" was a little confusing because it seems you've mistaken it for Object ID or UID.
So in the Keys family you want to create a Text instance variable you can call it KeyName to make it easier for you. You don't have to create a separate variable for each key.
Then click each key sprite seprately and you will see that they each share the new KeyName variable. You can change the variable value for each key sprite separately so then you can refer to them specifically in your code. So lets say for your C key object sprite you would set the value of KeyName to C. Do that for each of your other letters.
Then in your code when Families 'Keys' is pressed you compare the KeyName variable. If it equals "C" then you play sound for the C key and so on.
The array is just an easy way to hold multiple values. In your case because you want to hold multiple key combinations to solve your puzzle an array is the best option.
An array has indexes which refers to the location you want something stored. It begins with 0 and goes on for however many things you need to store.
So what you would do is in the start of layout is set each index beginning with 0 to the key combination you want. So if you wanted you puzzle to be DEC.
set index(0) to "D"
set index(1) to "E"
set index(2) to "C"
As you can see we have three items in our array so you would change the array width to 3 so it knows its holding 3 things. If you add more then you need to change the width to however many keys you have.
Let me know if your still confused on any of this.