In DGLux 2.5, I do not believe so. I don't think there is an event propagation model like in HTML, so there is no way built in to catch all keypresses by a single object.... but then, for almost all objects except explicit inputs it is not possible to catch any keypresses.
So, there's the hack-it-together solution: use an input with a change trigger that invokes a script. The Script would read the text input and perform any behaviors necessary then set the input back to blank if it wasn't already. You wouldn't be able to use the arrow keys, since they probably don't have a value to the input field, but you could use WADS, the num pad or something.