How do i see if the player is holding down a certain key?

There are several ways to do this. One can use UserInputService in order to accomplish this, another way is ContextActionService, and mouse.KeyDown, but I'm only going to tell you UserInputService and ContextActionService

When using UserInputService, I'd reccomend using a variable to define it, and then connecting it to an InputBegan function

local UIS = game:GetService("UserInputService")

UIS.InputBegan:Connect(function(input, typing)
    if input.KeyCode == Enum.KeyCode.W and not typing then
        --What happens when they're holding W
    end
end)

and then you have to close it off with the InputEnded

local UIS = game:GetService("UserInputService")

UIS.InputBegan:Connect(function(input, typing)
    if input.KeyCode == Enum.KeyCode.W and not typing then
        --What happens when they're holding W
    end
end)

UIS.InputEnded:Connect(function(input, typing)
    if input.KeyCode == Enum.KeyCode.W and not typing then
        --What happens when they finished holding W
    end
end)

Now for ContextActionSerivce

store it in a variable, then bind the action

local Context = game:GetService("ContextActionService")

local functionR = function(actionName, actionInputState, actionInputObject)
     if actionInputState == Enum.UserInputState.Begin then
        --What happens when holding w
     end
end

Context:BindAction(
    "actionName",
    functionR,
    false, -- Makes a button on their screen(mobile)
    "w" -- The button they need to press on Pc
)

I hope I helped, and don't forgot to accept my answer if this helped

This may work for your scenario:

game:GetService("UserInputService").InputBegan:connect(function(inputObject, gameProcessedEvent)
    if inputObject.KeyCode == Enum.KeyCode.W then --Change W to the key you want
        print("Player pressed the key W")
    end
end)