Many Sailor Moon X68000 games cannot be played from keyboard directly. For XM6 you will need either virtual joystick or an actual one. You can install a virtual joystick using program PPJoy.
Download PPJoy (1.76 MB) ppjoysetup.zip
Installation guide: ppjoy.htm
WinX68kHighSpeed has built in joystick emulation. Click "option" > "JoyKey Mode"