My experience with showers at MIA D club is that you do NOT get to take a key with you. Instead, when you request a shower, the AAngel on duty pages somebody (a contract custodian in a blue uniform, usually) to escort you to the shower room and let you in.

At most other locations (DFW, LAX, etc.) you exchange your BP for a key at the desk and then return the key when you are finished.