the key is used when you click on the door for the story. Other items such as costumes you give to the girls in their choices. When you talk to them there will be an option to give a costume to them
Ok, I see that it is used automatically then as part of the story and you don't have to search for a door. I have completed all the storylines and noticed that it was still in my inventory so I thought maybe I had missed something for example the search for the gold. Thank you for your quick reply.
