How do you find music "in your key"?

I'm auditioning for my first musical in a few weeks and I was a little confused when the flier for the auditions said to bring sheet music that was "in the right key" or "in your key" or something. What does that mean? Doesn't sheet music only come in one key? Also, I'm worried about the piano accompaniment. Will the pianist keep in time to my singing? Or do I have to keep up with his playing???