Masz w pierwszym linku podanym przez Ciebie - Form_KeyDown
https://stackoverflow.com/questions/3526752/how-to-make-a-form-close-when-pressing-the-escape-key/3526775
private void Form_KeyDown(object sender, KeyEventArgs e)
{
if (e.KeyCode == Keys.Escape)
{
this.Close();
}
}
P.S.
using System;
using System.Windows.Forms;
namespace WindowsFormsApplication1
{
public partial class Form1 : Form
{
public Form1()
{
InitializeComponent();
}
private void Form1_Load(object sender, EventArgs e)
{
}
private void Form1_KeyDown(object sender, KeyEventArgs e)
{
if (e.KeyCode == Keys.Escape)
{
this.Close();
}
}
}
}