Are 'licks' only in one key in music?

Are 'licks' only in one key in music? On YouTube/Online when someone says to "learn this lick, it's in the key of A Minor", does that mean the lick can only be played in the Key of A Minor. Or can I shift the lick shape up or down to for example B Minor. But what about to a Major Key how would that work?

How can I also find out what key the lick is?