The API key is for developers to build integrations between Pipedrive and other services. It requires a level of technical knowledge to use, so should only be used by developers or engineers in your team.
Please also note that, through the API (using the API key), all data is accessible from your Pipedrive account. That means you shouldn't share the key with anyone you wouldn't also be comfortable sharing data with.
Without the key, your account is perfectly safe, so as long as you don't share the key there is no need to worry.