Seven Keys are held by orange rabbits in different areas throughout the castle, which only appear when you play as Wario.

One Key is held by an orange rabbit over the bridge to the right of the castle entrance.
One Key is held by an orange rabbit in the Basement.
One Key is held by an orange rabbit in the Castle Courtyard.
One Key is held by an orange rabbit in the room to Course 2.
One Key is held by an orange rabbit in the room to Course 13.
Two Keys are held by orange rabbits in the room to Course 14.