Hello Daniel
  Where do you have a problem?
 a) Finding your KSK for your zone? 
It was this question :)
  b) Finding the DNSKEY text box on the Gandi website?
 Answer to a):
 knotc zone-read <domain> <domain> DNSKEY
 Answer to b):
 I'm a Gandi customer myself. Gandi requires the DNSKEY (not the DS
 record). Note also that Gandi does not support DNSSEC for all TLDs. This
 is indicated in the Gandi user interface when managing a domain. 
Thanks for your answer, this is for a .fr domain, that hopefully support DNSKEY :)
Now I can continue my try :)
Many thanks :)
Xavier