Key pressed

How to make something when you press e.g. space on keyboard LED turn on?
I tried searching but all i found gave me errors.

How is the information that a key has been pressed going to get from the PC to the Arduino? Some application on the PC is going to be responsible for that. Which application?

Well? Idk thats why im asking

Praziluk:
Well? Idk thats why im asking

You get to write the application. Or, you get to find some application that can already do that.

Processing.org is one possibility. TeraTerm is another.

Or, use Visual Studio and write your own.