This is an usability enhacement. The error should direct you where you should add this key. Reading the official docs:
Before the service will work, you must obtain a public and private key from reCAPTCHA | Google for Developers, and configure them at http://path/to/site/@@recaptcha-settings
You should:
- Install collective.recaptcha in plone control panel;
- Go to
@@recaptcha-settingsand add your keys, or add them in aregistry.xmlfile in your policy package like https://github.com/collective/collective.recaptcha/blob/master/collective/recaptcha/profiles/default/registry.xml.