you dont actually need an array object. U can do, would be better but u may not.
if your game has 7 keys forexample u can make this with 7 global variables too.
You will going to have preset of keycodes on this global variables already. Then you will going to use "keyboard" objects "on any key pressed" event. add 7 sub "if" events to that event by using "Compare two values" event. On each, u will going to compare one of your global variable with "Keyboard.LastKeyCode". if equal, then u will going to do actions for that key.
However this will going to be a long term control method if your game has like 30 keys. I suggest you to make your players to be able to choose "premade" key combinations. like using "awsd" instead of arrow keys ect. in such stuations.