it is difficult to say what exactly is missing - without seeing your implementation. Maybe the following hints will help - otherwise, maybe you can provide a small example.
1.) All components that you have placed within your GUI application have to be able to react on keyboard events. Does each of your GUI components work within the Prototyper, when you load the component itself into the Prototyper?
2.) The GUI components that should react on a key event have to be a member of the focus path. Is this the case?
3.) The GUI components have to be enabled (i.e. the property Enabled has to be true).
For more details, please have a look to the chapter Handling keyboard events within our online documentation.