Did you buy new or used? The dealer should give you the key unless you bought used and they don't have it. If that's the case, I would get the kit from the link GT posted (which is the same brand as the ones that come on Rams from the factory) and get the tire shop to remove the old ones and put the new ones on.
Snap on, Matco, etc sell locking lug nut removal tools. Check ebay or your local parts store for cheaper brands. You hammer on the tool to the lock nut and then use a 1/2 impact wrench to power them off. Once off you throw the locking lug nuts in the garbage as they will be trashed. Some come off easy, others will test you. I have had McGard locks on other vehicles and sooner or later their POS key will break on you. Their customer service is crap. You can also find videos on youtube.
I purchased my truck used and realized I had no key for the lugs about a month later. I called them up and they told me stop by and they would see if they had a key to match up and would give me one free. Sent the wife while I was at work and they couldn't find one to match up. So they sent her to Discount Tire and paid for all new locking lugs and two keys. She done good!