First follow instruction from Apple's website to login to your iCloud account.
Then open Keys and unlock the window, then Tap the "Gear" icon on the top left of screen. From the settings view, tap the switch for "iCloud Sync":
If you go back to the password list view, you should see a cloud icon on the top middle of the screen. This means you are using iCloud Sync:
You are all set, Keys will sync data automatically in the background afterwards.