"Steal the key" is the second mission objective in Sequence 2 / Memory 05: Claiming What's Due
Walkthrough[edit]
There are two ways to steal the key from the Warden
Either hide near the bottom of the stone stairs and assassinate the Warden as he passes through there
Or you can do a hit and run - kill the Warden, steal the key, and try to escape. You might die, but as long as you got the key before you died, the objective will have been completed.