Go to your layout and double click it to add the "Keyboard".
Then go into your event sheet and press "Add event".
Click on the "Keyboard" and then press "On key pressed".
Assign the key you want to use as button and add an action.
If you mean clicking on a sprite:
Add the "Mouse" to your layout just as you would add the "Keyboard".
Then "Add event" > "Mouse" > "On object clicked".
Hope this helped