Keyhunt was a module in which you were required to pick up a series of keys in order to receive cheese.
In each room were a series of coloured dots/squared with colored circles/squares around them. The inner color was the key you needed before you could get the inner colored key.
You should have started by looking for the circle without the outer color, that would have been your first key.
You could press Space to pick up or use a key.