EC2 create machine - where to find or place 'key pair'

In the EC2 Create a new virtual machine dialog I am required to ‘Select a key pair’
The combo box is empty and I don’t know how to proceed.
I have tried creating User keys in the Amazon Console but the don’t appear in the UMC dialog.
Am I supposed to create the key pair on the Amazon Console and then place it somewhere in the Univention server?

Release version is 4.3-1 errata126

Thank you