I would recommend you find a local hackerspace, and maybe take a few arduino or other micro controller courses. There are a lot of things involved in what you described, from circuit design ( in controlling other devices switches ect ) and then of course the programming itself. I think you would need a more solid definition of what you wanted each key to do before going further.
If you want a key to make something pop up on your screen, you don't need to do anything special to the keyboard, but if you want the keyboard to turn lights on and off in your house by itself (i.e. not simply sending commands to your computer controlling a hue light or something like that) then you will need to do more.
you say art project, do you have just an idea, or a plan?