If you have F-Secure KEY on either a single mobile device or only on your computer, your KEY data is also only stored on that device. The way F-Secure KEY has been designed is that syncing devices enables you to have your KEY data readily available and always up to date on other devices; this ensures that you have your KEY data elsewhere on another device. Therefore, there's no need to worry if a device gets lost, stolen or damaged, your KEY data will still be intact on one of your other devices.
To enable sync, you first need to upgrade to KEY premium and then connect the devices running F-Secure KEY. Once you've upgraded to KEY premium, you can sync as many devices as you like, regardless of the device or platform.
Note: If you only have KEY on a mobile device and you carry out a factory reset, the reset will also wipe all your KEY data from the device. After this, there is unfortunately no way to get the data back.