Hiya Shy!
Morse Keys by themselves are nothing more than a switch. Some may look very elaborate, some are very expensive (the rare ones), but even the best is still a switch!
The 'tone' that you hear from a short-wave receiver is the result of mixing two signals together, one is the off-air signal, the other is locally generated within the short-wave receiver itself. The resulting mix produces the tone that you hear, normally between about 600Hz up to about 1000Hz (D5 to C6 approx.), depending upon the preference of the listener. The tone, due to the filtering action of the receiver, is nearly always a sinewave.
To be quite honest, if you are not going to 'send' any Morse for real, you can download lots of various free Morse Code training software that will generate the code sound you require on any PC. Also, these Morse Code trainer programs very often allow you to type in a message and the PC will convert the text into Morse Code characters automatically. Just do a Google search for "Morse Code Generator", or "Free Morse Code Training Software" etc.
Some of these programs can also generate simulated 'atmospherics' and signal fading etc.
If you have a keyboard synthesiser handy, some of them can be set up to generate pure tones, or perhaps you may have a guitar effects unit that can be 'persuaded' to produce a sine-wave like sound.
If you don't have access to a short-wave receiver, you could always use a medium-wave or long-wave broadcast receiver, and tune to a spot on the dial where there are no stations and record the 'atmospherics' from there. Night-time is generally best for the noises you are after.
By using either a synthesiser, or a Morse Code program, a broadcast receiver, and a simple mixing console, you can fool any listener into thinking they are hearing 'retro' Morse Code broadcasts.
Morse code when listened to on short-wave, tends to gently fade in and out in strength (Radio Hams refer to this as QSB), so you might like to slowly fade up and down the volume of the Morse Code tone to add extra realism.
If you just want any old Morse Code signal off air, then take a look around YouTube. There are loads of Radio Hams who have posted films of the stations in action, and many feature Morse Code.
If you do really still want to use a real Morse Key, then you will need some way to generate the tone. Look around eBay etc, for a "Morse Practice Oscillator".
By the way, a company called MFJ make a unit which combines a Morse Key and the tone generator all in one item. It is called the MFJ-557. Even brand new they are very often cheaper to buy than the cheapest second hand Morse Key on eBay!
Hope the above 'ramble' helps!
Best 73, Mark.