It's difficult, but I'll tell you. You need 4 variables, and need to know a lot about triggering.
So when they hit an arrow key, you set a boolean variable like "move forward" to true. Then create another trigger to set it to false when they release the key. Lastly, you make a trigger than goes every .5 seconds to check if that variable it true, to tell if they are holding the front arrow key down, thus creating an action to tell them to move forward, and accelerate.
A bit vague, but you need the help of another since I can't explain all of it.
you should have a look at the pig map in scenario... and when you pust the up arrow key, you need to add an action ordering the unit to move forward x amount of spae where x is = to your preference on how far you want to go. later.