Videos
You're almost right about the keydown event. It's supposed to call the callBack function with each keydown press when the input HTML element is activated or it is able receive the event (the HTML element with the #textBox id). It means that if the #textBox element is not selected/activated, it will not listen to any 'keydown' event, and as a result it will not call the callBack function: (event) => output.textContent = You pressed "${event.key}".
keydown is an event which is listened by the #textBox element via addEventListener() method. To be more clear, the addEventListener() method sets up a function that will be called whenever the specified event is delivered to the target. The target in this case is the html element with the #textBox id.
In short the code you wrote will add the keydown event to the input element, and call the (event) => output.textContent = You pressed "${event.key}". function when the event is happening.
You can read more about addEventListener() on MDN.
Seems to be working, as long as you add the proper html.
const textBox = document.querySelector("#textBox");
const output = document.querySelector("#output");
textBox.addEventListener('keydown', (event) => output.textContent = `You pressed "${event.key}".`);
<input id="textBox">
<div id="output"></div>