When you run a macro by clicking on the paette entry, you can test to see if the Command key is pressed, like this:
Check the result variable for "true" or "false".
I use this in one macro to prompt for a value. Without it pressed, I use the last value entered.
Here's the Control key:
NOTE: You can't use the Option key, because it has a special (and awesome) use in KM: It causes the macro to be opened for editing in the Keyboard Maestro Editor.