You use ON KEY DOWN to read a key.
You use ON KEY RELEASED to read when a key is up.
You need both in most games to change the sprite animations between idle and moving
On Left Arrow is Down: Simulate Player Moving Left, Set Animation to "RunLeft"
On Left Arrow Released: Set Animation to "Idle"
If you are using the platform behavior the arrow keys are already set to the basic movents but you will have to set the appropriate animation for each key.