Drivers (defining which keypress corresponds to which switch) are now loading from SD. The device bus is scanned on startup, and because each device emits its internal ID, the corresponding driver is located in the SD card and loaded.
Getting SD to work on a Leonardo was a pain – don’t use pins 11, 12 and 13 for SPI as 99% of tutorials tell you – use the pins on the ICSP header, which is on the back edge of the Leonardo, next to the “Made in Italy” caption. The SD library in version 1.0.3 of the SDK works fine without any modifications if you use these pins. More details in this instructibles page.