The key light is your main light. To know how to use it in combination with other lights, it helps to see how the light appears all by itself:
Now you see only the key light, which is to the left of the camera and at a high angle above the Sintel. The shadows are strong. You can see a highlight on her forehead and at the top of her chest as seen on the left side of the following screenshot. The purpose of the key light is to do the main lighting for the scene.
