This is on a Mac right? Keyboard AirTurn devices only work on iOS. The error is wrong, but I can not change it as the whole dialog is provided by Airturn. Disable Airturn Support if you don't use an AirDirect device.
If you want to use a Keyboard based Airturn device on a Mac, just connect it to your mac and then it acts like a keyboard. So all you need to do is go to Settings > Assign Actions and map it to whatever you want.