The "alert keys" he refers to are part of the "signaling mechanism" in the official client. I don't know the exact details but I suspect that the client holds the public key, and if it sees a valid message properly signed (by the private key, or the "alert key") then it will take some action like inform the user that there's a new version, or inform the user there's been a security breach and they need to update as soon as possible.
This would be part of the peer to peer overlay and not part of the blockchain. You can find this public key in the source code of the official client if you look.