Occurs only at design mode when user presses down any key.
property OnKeyDown: TKeyEvent;
It is the same as standard TWinControl.OnKeyDown event.
Use the OnKeyDown event handler to specify special processing to occur when a key is pressed. The OnKeyDown handler can respond to all keyboard keys, including function keys and keys combined with the Shift, Alt, and Ctrl keys, and pressed mouse buttons.
See TWinControl.OnKeyDown for details