Waouw... SO you are looking for something named a key file
I'm sure it's not a real file. To be clear, it's a kind of application that is needed by the game in order to work.
But don't worry. If this problem occurs again, you will just have to delete and install the game again !
PS: il m'a semblé juste de répondre en anglais parce ce que... j'en ai décidé ainsi !