Correct use of IsKeyDown()?

You're using it correctly.

The problem is that the script runs this code once at the start of the game.

You could use a while loop to fix this,

local UIS = game:GetService("UserInputService")
while wait() do
	if UIS:IsKeyDown(Enum.KeyCode.W) then
		print("w")
	end
end

But a better solution would be to use InputBegan.

local UIS = game:GetService("UserInputService")

UIS.InputBegan:Connect(function(input)
	if input.KeyCode == Enum.KeyCode.W then
		print("w")
	end
end)

This behaves differently than you may like, however, as it only prints once every time you press the W key, and it does not continue printing.

You could fix this by moving the while loop inside of the new function,

local UIS = game:GetService("UserInputService")

UIS.InputBegan:Connect(function(input)
	if input.KeyCode == Enum.KeyCode.W then
		while wait() do
			if UIS:IsKeyDown(Enum.KeyCode.W) then
				print("w")
			else
				break; -- Breaks the loop
			end
		end
	end
end)

If you have any further questions let me know.

Thank you.