The key is waiting for you inside the glove compartment of your Zipcar. Throughout your reservation, you should use the key to lock and unlock the doors. Just make sure to return it to the glove compartment at the end of your reservation.
If you're in a car that has a start button instead of a key, you should use your Zipcard or smartphone to lock and unlock the doors throughout your reservation. To start the car, simply step on the brake, press the start button, and you're good to go.