First follow instruction from Apple's website to login to your iCloud account.
Then open Keys.
Click the gray cloud icon (This is the switch to toggle iCloud sync on and off) on the top right of the window:
After you click the button, it will show the enable iCloud Sync dialog:
Click "Enable iCloud" button.
After you enable the iCloud Sync, Keys will check if there exists password database file in the iCloud since you may have already synced data with iCloud from your iOS device before.
If Keys is able to find your database file in the iCloud:
Keys will merge the data automatically in the background.
If you actually don't have database file in the iCloud:
Keys will ask you to upload the file to iCloud shortly after you unlock the window:
Since you have never uploaded data to iCloud, click 'Upload data to iCloud'. After this, you are all set, Keys will sync data automatically in the background afterwards.