In order to produce an attendance report that includes a key go to the student profile, to the attendance tab on the right hand side select attendance overview to print off the attendance data for this academic year.
Once completed you can then print off the codes on the other side of this overview by selecting attendance codes on the attendance tab.
If you require a larger timeframe you can also use the attendance date range report on the student profile and here you have the option to include the code list before running the report.