When choosing valet parking, you will almost always have to hand in your car keys. You will drive your car to the parking location and be greeted by a staff member. They will then park your car for you while you wait for the shuttle.
When choosing self-parking, you drive your car to the parking facility. It depends on the parking provider whether you need to hand in your keys or not. The website will always tell you what is the case. In some cases, you will need to hand in your keys if the parking provider has limited space and sometimes may have to move cars to create more space. However, most parking providers allow you to keep your keys.
If you must hand in your keys, don't worry, your keys are kept safe, so you won't need to worry about them getting lost or stolen.