What version of the game do you have? (language / region / source)
What is the error or prompt message?
DVD versions just have a disk check AFAIK, and don't require a key to be typed in (if some version does use that type of copy protection system, it should be on included in the box/case, printed in the manual or on a separate piece of paper).
I think download versions generally require an internet connection to install. If the game system is not online, you may get a string of numbers/letters that you can copy, transfer to another system and email to the distributor, so they can email you back a code to enter.
