The attic of the windmill doesn't have a key, only an ingenious secret. (see the releated question)
the door that's locked
There is no key. Release the gear lock, then go outside and climb on the windmill arms, turning them counter-clockwise. This will open the roof dome.
The small key in Astro Knights Island is for Mordred's secret hideout. When you come to that wind mill area, move the hay bales apart and use the key on that.
Go to the hay bales and push them apart. The key opens the hatch to Mordred's underground laboratory.
The key doesn't go to the saucer. It goes to Mordred's secret laboratory. (see related question)
You have to find the key. (see the related question below)
There is no key to the dungeon. The small key open Mordred's underground laboratory, which has a back way into the dungeon. (see the related questions)
There is nothing below the windmill, but Mordred's secret laboratory is under the hay bales to the left. To get the key :Get the secret message from the Maid's room (castle first floor, to the left)Take it to the girl at the mill (upstairs) to get the Cosmic Symbols passwordGo to the fountain, on the brass plaque. Press the 3 symbols and the sun.Get the key from the hooded fellow at far right.
you just click it.
The key unlocks the entrance to Mordred's hidden underground laboratory. (You will find it under two bales of hay.)
The giant asteroid is at X-11 Y-84, but you can only remove the Golden Key when you have beaten all three planets and have all three space knights with you.
The key in the dungeon doesn't work. You throw the switch and come into the cell from the back way. (see the related question)