For example: If you were to write a song in the Key of G... the chords that are included in that key are G C D7 Em Am B7 G6 Gaug Gdim C6 Em6 and Am6
So a progression in that key could be: G C Am
Usually if you have a good ear you'll wind up writing your music with the progressions of a certain key without even knowing the therory because those chords just sound good together.