Not sure about this model, but they're generally a woodruff key. This is a
sort of D shaped device which is a tight fit in a matching keyway. The
idea is it is self aligning as you slide the pulley on. If the nut came
loose, the pulley should still have turned - unless it came off the key.
If the nut had been loose for some time the key may have sheared off. The
nut or bolt should secure the pulley tight against the collar on the
crank, but it's the key which does the work of driving the pulley - not
friction. It things came loose and are left for long you'll need to
check the nut is actually 'nipping' up the pulley and that the key and
keyways are still in good condition.