How to handle KeyUp/KeyDown events?

I am building my first Xamarin Mac Cocoa App. I am creating a photo gallery application. My storyboard only has a NSImageView inside the NSWindow. I want to capture arrow keys for moving to next/previous photo. I see there are KeyUp and KeyDown events with NSImageView and NSWindow but I am not sure how to wire them properly to capture the events. Similarly, there are events which I can override but it never gets called.

Any ideas how it can be done?