You can earn Skeleton keys from playing Shadow Lords mode and completing missions. The keys are a rare reward but you will easily get them while going for other achievements in Shadow Lords mode.
Or you can go to the emporium and buy the pack all the way to the right which includes a Skeleton key. You can buy the pack with either gems or gold, both can be earned by playing KI or you can purchase gold. Gems are obtained by completing Shadow Lords missions or by doing daily objectives in both single player and multiplayer modes. You can also be rewarded KI gold every few days by logging in everyday for daily rewards.