CD key is a registration number/product key, basically to verify that you have legally purchased the game. Even if you downloaded it, it will have a key. What method of purchase did you use? If you got a CD, it should be on the package. If you use GameStop, you can go to "my games" highlight sins and view "product code."
I believe Sins comes with multiple installation (two I think?) where you can download one purchase onto two computers and use the same key for both.
1. Sins (original, called vanilla)
2. Entrenchment
3. Diplomacy
4. Trinity (Basically Diplomacy, with the option of connecting with the first two)
5. Rebellion