Keyboard input in MaxGUI

Try this code

SuperStrict

Local MyWindow:TGadget=CreateWindow("Canvas Example", 200,200,320,240)
Local MyCanvas:TGadget=CreateCanvas(10,10,290,140,MyWindow)
ActivateGadget MyCanvas

Local x:Int=100
Local y:Int=10

Repeat
  WaitEvent()
  Select EventID()
  Case EVENT_WINDOWCLOSE
     End
  Case EVENT_KEYDOWN
	Select EventData()
	Case KEY_LEFT  x:- 3
	Case KEY_RIGHT x:+ 3
	EndSelect
    RedrawGadget(MyCanvas)
  Case EVENT_GADGETPAINT
    SetGraphics CanvasGraphics (MyCanvas)
    Cls
    DrawRect  x,y,40,40
    Flip
   End Select
Forever

You may want to go thru this two tutorials
http://www.2dgamecreators.com/maxgui/T12-Canvas.html
http://www.2dgamecreators.com/maxgui/Mouseevents.html
They are for mouse events but the principles are similar