Well; Lets take UP arrow for an example:
Don't have the WE open, but I will try.
Event - Player presses Up arrow
Action - Set Boolean(Up is pressed) to true
Trigger two:
Event - Every 0.10 seconds of game time
Condition - Boolean(Up is pressed) is true
Action - Unit (Order ''unit'' targeting point with polar of 100) ..yeah, that trigger wasen't very good, but hope youll get the pic.
Trigger three:
Event - Player realese Up arrow
Action - Set Boolean(Up is pressed) to false