Here's the answer, for anyone who is interested:
It turns out that KEY_INFO is a public MSI variable related to your Bomgar license, that has to be supplied on the MSIEXEC command line when using the .msi installers. (Be nice if the documentation said that much.) You get its value when you create the .MSI file: a "script" is displayed showing an example of the MSIEXEC command line with the KEY_INFO variable shown.
If you don't have sufficient permissions in the Bomgar /login interface, you either cannot create Bomgar buttons, or you won't see the script with the KEY_INFO variable you need. I didn't have the necessary permissions.