I don't remember seeing any. It might have saved some trouble with Biff stealing it in Back to the Future II if it had. But it's also possible they were just left in the ignition all the time.
In Back to the Future, we see Marty turning the keys to start the ignition when the DeLorean's engine fails to start. You can see in the below clip (it's at the very beginning) that Marty is starting the ignition with keys!
Regarding Biff's stealing the time machine, it is probable that they left the keys in the ignition; I certainly never recall the keys be handed from Marty to Doc (or vice versa) and, also, Marty was supposed to say with the DeLorean, so leaving the keys in the ignition wouldn't matter.
According to the original novelisation, the DeLorean did indeed have keys:
“Start!” Marty yelled.
He looked at the array of switches and dials on the console with frightening bewilderment. What was the secret? A button? Something in the nature of a digital code? His eyes flew back and forth, trying to locate the solution to the mystery.
When he finally solved the problem, it was so simple he almost laughed. There on the steering column, just like any other ordinary unsophisticated car, was an ignition switch and a key.
“I’ll be damned!” Marty muttered.
And this prop shot from the car used in the BTTF2 film clearly shows a key in the car's ignition. Presumably it was left in by the Doc and used by Biff).