You actually don't need the key to the slums to get into Midgar. After the Sister Ray fires the Mako blast through Diamond Weapon and at the Northern Crater you need to get into the Highwind and simply fly over Midgar. Your team will be parachuting in from above so the key to the slums is unnecessary. Flying over Midgar will trigger a scene where the parachuting will begin. If you happen to want the key anyway, you can dig for it at Bone Village (it's on the upper level near the entrance to the Sleeping Forest).

-DragoonMaster

no key is needed go to crater listen to the talking go to midgar and it's done
but dragoon blablabla is right too

U can find it in bone city, u do the excavation thing, the key is on the higher ground in the city.

i need to find the w-summon materia but i cant find it at the bone village any one know where it is