Since the Arduino Leonardo has only 32kB (with 4 KB used for the bootloader) of flash memory for storing its program, not all the features of K3NG keyer can be enabled at the same time. For example, features serial Command Line Interface and Command Mode can not be compiled and downloaded simultaneously.
It is possible to prepare different versions of programs and download one of them depending on your necessity. If you want the serial Command Line Interface feature to be enabled, that means you have a serial communication with your Arduino board, in which case downloading a program will give you only a minor overhead.
There is a type named Arduino Mega 2560, which has a flash memory of 256kB, large enough to include all the features, but naturally the board is more expensive than the Leonardo.