The point of a keylogger is to secretly record the keystrokes of a computer, before sending the data to a pre-determined user. Like a parent setting it up on their kids computer and then getting the email sent to their laptop or something. Now you can be a nefarious b***ard and infect someone else's computer by disguising the keylogger exe and then getting an automatic email sent to you with the keystroke data (including bank details etc, keyloggers can be very very dangerous), but no, I don't believe if you have yourself installed it that data is accessible to anyone other than you.
Haven't had any business with one except to remove for quite a while, and I don't know how they've come on technologically, so have a little read round the internet before starting anything.
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