Prior to Tableau Desktop 10.4, a key was required to connect to SAP BW in Tableau Desktop - the SAP BW connection was a feature still considered to be in "beta" at that time. However, connecting to SAP BW is now out of beta and is built into Tableau Desktop 10.4.
Please see below.
For information on connecting to SAP BW in Tableau Desktop 10.4, please see:
If you are unable to connect to SAP BW without a key, please upgrade to Tableau Desktop 10.4 and you should then be able to connect.