A keyboard that offers "Channel Pressure" (also known as "Polyphonic Pressure", or "Polyphonic Aftertouch", or just "Pressure", or some other epitath that certain manufacturers think makes more sense to the consumer than the MIDI Spec's official epitath of "Channel Pressure") means that the piano keyboard has pressure sensitivity that is an average of all of the keys that you're currently holding down. In other words, you don't have individual control of each key being held down. For example, let's say that you play a C triad (ie, in root position, that's C, E, and G notes played together). Now, let's also assume that you have your keyboard's pressure tied to the VCF (ie, Voltage Controlled Filter) filter cutoff, such that as press down harder on the keys, the "sound" gets "brighter", and as you ease up the pressure, the "sound" gets "more muffled". Now, as you're holding down those keys, you apply a little more pressure to the E key (ie, with that one finger holding down the E key). You don't increase your pressure on the other two keys (ie, other two fingers). What is the result with Channel Pressure? All 3 keys get a little brighter. Now let's say that you ease up the pressure on the G key. What's the result with Channel Pressure? All 3 keys get a little more muffled. With Channel Pressure, what you do to one key affects all sounding keys. (Of course, what the effect is depends upon what you've set Channel Pressure to affect. But, the important point to note is that Channel Pressure applies the effect to all sounding keys equally, and there is no individual control for each key being held down).
Now, let's contrast that with "Key Pressure" (also known as "Polyphonic Pressure", or "Polyphonic Aftertouch", or just "Aftertouch"). A keyboard that offers this feature typically has many (ie, more than just one) pressure sensor on its piano keyboard. It usually has a sensor for each key. As you might guess, this translates to a bigger manufacturing cost, and so cheaper keyboards typically don't offer "Key Pressure". Because cheaper keyboards (which represent the majority of instruments purchased) don't implement Key Pressure, lots of manufacturers don't build sound modules that recognize it. (After all, what's the point of recognizing something that will never be sent to the sound module by the majority of instruments that will control it)? Let's take the above example of playing a C triad, but this time we use Key Pressure instead of Channel Pressure to control the VCF cutoff. As you're holding down the C triad, you apply a little more pressure to the E key (ie, with that one finger holding down the E key). You don't increase your pressure on the other two keys (ie, other two fingers). What is the result with Key Pressure? Only the E key gets a little brighter. The sound being made by the C and G keys doesn't get any brighter. Now let's say that you ease up the pressure on the G key. What's the result with Key Pressure? Only the G key get a little more muffled. The sound being made by the C and E keys is unaffected. With Key Pressure, what you do to one key only affects that one key. The sound of the other keys is not affected.
What's the advantage of Key Pressure? Well, say that you're playing a string quartet arrangement (ie, playing all 4 instruments' lines simultaneously). At one point, while all 4 instruments are sustaining notes, you want to make the cello's note get a little brighter. With Key Pressure, you can zero in on that one note without also making the other instruments' notes brighter. That makes for a realistic imitation of a real string quartet, because the real instruments would have individual control over their tone and volume. With Key Pressure, a keyboard player has individual control over each one of the keys, and can therefore play ensemble arrangements more realistically (without having to try to remap portions of the keyboard to different channels, and restrict his playing to such).
So, can you buy a keyboard controller that offers Key Pressure, and instantly be able to use that feature with your sound module? No. Your sound module has to be designed to recognize (and be able to do something with) Key Pressure. It definitely would be a waste of money to buy a keyboard controller that generates Key Pressure if you never get a sound module that utilizes such.
Incidentally, it's possible for a keyboard to offer both Channel and Key Pressure, and even generate MIDI messages for both simultaneously. Almost all keyboards that offer Key Pressure also offer Channel Pressure, but I've never seen an example of the opposite. Cheap keyboards that represent themselves as "touch sensitive" (ie, Casio junk) refer to Channel Pressure (and sometimes the keyboards don't even generate MIDI messages for such -- they just use it for their internal "voices". Check that MIDI Implementation Chart!).
Now, finally getting around to answering your question (I'll bet you thought that I'd never get there -- never ask a question of someone who has ever been a teacher if you want a quick answer), what's the best way to find out if your sound module does something with Key Pressure? Well, all modern equipment (from manufacturers who know something about MIDI) includes a paper called a "MIDI Implementation Chart". (Never buy any music equipment from a manufacturer that doesn't have designers who understand MIDI. You'll regret it if you do. Lack of a MIDI Implementation Chart is a good sign that you're dealing with such a manufacturer). Look for that chart. It should be somewhere in the manuals that come with the unit, usually at the end of the manual.
There are 4 columns in the chart. At the top of the chart, you'll note that the middle 2 columns are labeled "Transmitted" and "Recognized". The "Recognized" column is the one that you want to look down for a sound module. Run your finger down that column until you come to the box that is in the same row as the row labeled "AfterTouch". (The labels for the rows are on the far left side of the chart). There should be 2 letters in this box. The first letter will be an X or an O. If this first letter is an X, then your sound module can't do anything with Key Pressure. Don't bother buying a keyboard controller with that feature. On the other hand, if the first letter is an O, then your sound module can do something with Key Pressure. (For exactly what you can do with Key Pressure, check to see if there are any REMARKS in the box to the right. If not, you'll have to look in another section of the manual that gives more detailed info about the unit's MIDI implementation. Look for Key Pressure).
The second letter will also be an X or an O. If this second letter is an X, then your sound module can't do anything with Channel Pressure. Don't bother buying a keyboard controller with that feature. On the other hand, if the second letter is an O, then your sound module can do something with Channel Pressure. (For exactly what you can do with Channel Pressure, check to see if there are any REMARKS in the box to the right. If not, you'll have to look in another section of the manual that gives more detailed info about the unit's MIDI implementation. Look for Channel Pressure).
Now, when you want to check whether a keyboard controller can generate Key Pressure, you're going to use the "Transmitted" column instead of the "Recognized" column. From there, follow the same instructions as above.