That's the beauty of it. Take the keystrokes example you gave. Run it. Allow it to monitor your keystrokes (by clicking "Allow" when it's doing stuff related to that). Allow it to create the file logging your keystrokes, if you want (granting it write only access when the dialog box comes up). But after you have toyed with it, you might stop it at the point when it attempts to read from that file, in order to transmit it over the internet, or whatever it's going to do with it.

Same with the screenshots. You'd allow it to do whatever you feel like, but you might stop it when it tries to actually create the screenshot file, but allow it to do everything else in order to monitor its behavior. And since it's all in real time, with dialog boxes coming up for each of its actions, it makes it quite interesting to do so.