There are two parts to your error. The first:
curl: (6) Could not resolve host: POST
Is telling you that the curl command cannot look up the hostname "POST" because you omitted the -X parameter, the first part of your command should read:
curl -X POST
Next, the URL you have is not quite the right format, as there should be no URL parameters (in this case the ?key=key portion), as it is a POST request -- the parameters from the API would be included in the body of the request.
However, I suspect even in that case you will have a permission denied error, as curl will not manage the oauth authentication and authorization that is necessary for this request to work -- you're effectively appearing to the API as unauthenticated. I'd recommend in this case that you use one of the client libraries to do the request, or use the gcloud command directly instead of curl. These will both greatly simplify the management of the authentication.
There are examples in C#, Go, Node, Python and others in the documentation for the API itself, take a look here: https://cloud.google.com/iam/reference/rest/v1/projects.serviceAccounts.keys/create
The documentation for using gcloud to accomplish this is here: https://cloud.google.com/iam/docs/creating-managing-service-account-keys#iam-service-account-keys-create-gcloud
That said, if you really want to do this with curl from cloud shell (where you have an authenticated gcloud session) this is the sequence of commands you need:
ACCESS_TOKEN="$(gcloud auth print-access-token)"
curl -X POST --header "Authorization: Bearer ${ACCESS_TOKEN}" \
https://iam.googleapis.com/v1/projects/PROJECTID/serviceAccounts/SERVICEACCOUNTNAME@PROJECTID.iam.gserviceaccount.com/keys
If you aren't on a cloud shell machine, you need to make sure you have gcloud auth first:
gcloud auth login
