Finding The Key? Options

[Botaferro]

Hi!
I never studied music but i like to play on my MIDI keyboard into LE7 (i play by ear). I usualy start by choosing a key, a beat and a bass-line to guide me through the right key. But if i wanted to do it the other way (play first)? Is there any way of knowing in what key i'm playing? Sorry if my question is too dumb...
And BTW, when importing some MIDI songs to LE7, do they transpose to the key of the project?

Thanks.