Keys are simply shapes on the parting line surface of the mold that nest into each other to align the different parts of the mold.
A groove shape can be carved into a clay parting surface prior to pouring the first section of the mold. Then the first poured section will have the reverse shape (a tongue) on the rubber. When the mating part of the mold is poured the groove will be in that half.
As shown below, marbles pushed half way into a clay parting surface before pouring also create great keys.