This may be important news if you create videotutorials: the Screencast Keys addon has been removed from Blender as it was missing some hard to implement features. I asked developer Campbell Barton for some more background information.
While this addon was handy for quick modeling tutorials, its limited to a single viewport, and it didn't work properly with modal operators.
Resolving these issues would need special callbacks into Blender's event & drawing code, then expose to the Python API for screencast keys to use.
If this was an important feature for 3D software we could spend time on it, but showing keys on the screen is something 3rd party utilities already