Hi Mika,
And thank you for trying out our game !
To use the key you have to go into your inventory (esc) and select the key. The next time you go to the locked door, press space bar to unlock the door. Sometimes you have to do that a couple of times to open the door. Maybe there is a bug that needs to be fixed there. But in any case, I managed to finish the game several times, just don't forget to select your keys in your inventory.
There are some SFX and music, but maybe the volume is a bit too low. I am the composer and sound designer for this game by the way.