Key in the car door
is the right use of it.
For reference check this result from google books.
There is absolutely no reference for the other use in any book there.
The article 'a' or 'the' makes the noun a count noun, which is used to differentiate discrete examples of the noun (which would make them countable) from uncountable uses such as indicating the concept which the noun names.
Examining the prepositional phrases:
In is used here to indicate a state of being by way of being inside a (mass noun used to indicate a) concept. Similar uses of in include in mourning, in thought, and others.
Thus, in this instance in a training is both awkward and incorrect because it conveys that she is inside a training. You might ask yourself, what is one training, and how does it contain a person?
At, on the other hand, is a bit more complex. At practice is common usage, but is used to indicate the physical place at which a person is located. She's at a practice is correct, although sounds awkward because it's unusual not to have a specific, single practice in mind when you tell someone her location. "She's at the practice" sounds less awkward and conveys the same thing. If, however, there are 4 practices being conducted at different places and you don't know which one she's at, she's at a practice is correct to use.
Now, why 'she's at practice' is common usage is a difficult concept. At can be used with a concept to convey a state of being, such as with "at work" or "at play". Here, however, it is meant to convey physical location. One of the things English tends to do is construct nominal phrases- phrases that collectively stand in place of a single noun. It's likely a shortening of something like "at swim practice" where swim practice is a concept with a discrete location and time that the speaker assumes the listener understands through shared context. Not correct usage, but actual usage.
Best Answer
Both are correct. How? I would try to explain with a brief example for both:
This specifies
success
as a door. So, this question/statement asks for a key to that door.This specifies success as something on the other side of the door. So, this asks for a key of that door to get to the other side, which is
success
.So, both makes equal sense. However, the latter one: What's the key to success? is used more often.