you do not have to use keymaps... they are more optional.

try getting the basics first, then move on to the more advanced stuff.

firstly, i'll assume you are using wow unless you mention otherwise.

follow these steps (which are in the tutorial on solidice.com/keyclone)

run wow 1
log in
select character you want

run wow 2
log in
select character you want

run keyclone
by default, keyclone has auto-add enabled and 'World of Warcraft' as the exact match title.
as such, you should see 2 wow entries.

if not, click the add button and then click the center of wow 1
repeat for wow 2

now you should have both wows in the keyclone list.

click on wow 1. hit space bar... both characters should jump.

you are now multiboxing. every key you hit will be passed to the clones.

i hope that helps.