A songs key denotes which systematic accidentals are to be used. The clef determines where to put them.
The key of C-major uses no flats or sharps, D-major uses 2 sharps etc.
On creating new melodies you are prompted to provide the starting key.
If you need to change a key or insert a key-change you need the key-menu
When you need to rewrite your music into another key you may do so by using the transpose-dialog.
In blue above the staff the major keys are listed, in black below the staff the corresponding minor keys.