The keys are the pieces that lock the cam and cam pulley together. Look at some cam pulleys and you will see a notch on the inside diameter, there is a matching notch on the cam and the key fits in there.

Take the extra time to install a new timing belt and check the valve clearance. You may want to replace the cam seals since they tend to leak and replace the valve cover gaskets.

Definitely get yourself a Helms manual, someone on Honda-Tech is hosting the .pdf files for a G2 teg, print those related pages. The C-speedracing instructions sometimes forget to mention little steps.