Keyboard input

Within the game loop of your code, we can firstly get the status of the keyboard and store it in a variable called user_input. We can then check this for certain keys:

user_input = pygame.key.get_pressed()
    
if(user_input[pygame.K_UP]):
    Y=Y-1
elif(user_input[pygame.K_DOWN]):
    Y=Y+1
elif(user_input[pygame.K_LEFT]):
    X=X-1
elif(user_input[pygame.K_RIGHT]):
    X=X+1

If these variables are used to draw something to the screen, then the object will move around the screen.

The alternative way of doing this is within the pygame.events:

while True:
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            pygame.quit(); #sys.exit() if sys is imported
        if event.type == pygame.KEYDOWN:
            if event.key == pygame.K_LEFT:
                X+X-1
            elif event.key == pygame.K_RIGHT:
                X=X+1
            elif event.key == pygame.K_UP:
                Y=Y-1
            elif event.key == pygame.K_DOWN:
                Y=Y+1