I would recommend adding Trial license to evaluate all features of Kentico CMS
. As Martin suggested, you can get Trial version from location he provided you with. This one contains licenses for localhost and 127.0.0.1 domains. Should you need license key for another domain, please feel free to write at email@example.com. We'll be happy to generate you one.
On the other hand if you demand license key for Free edition, you can generate it when sign in kentico.com site within my account section -> Free license keys.
Then will be able to put the license key when you are asked to do so in wizard.