The key comes with a UF2 loader which is not compatible with the nRF toolbox. You have the option to flash the Open Bootloader, but I've had a lot of problems with it and the manufacturer hasn't been helpful in solving the problems. I ended up having to reinstall nfutil a few times. If you're looking to buy an nRF52840 to work on a project, I'd recommend a dongle or development board from Nordic Semiconductor.
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