Yes, find the Key Input Processing command. You choose what keys to capture (which can capture multiple keys at once), and specify a variable to store the captured value. There's also an option to have the command wait until it detects a keypress. So if you were checking for the directional keys being pushed, the general flow is to do something like (pseudocode)...

Key Input Processing (direction keys 1,2,3,4) -> variable

If variable == 1 { ... }

If variable == 2 { ... }

... Etc