First of all I hope you are using teleop_twist_keyboard for keyboard teleop.
Now the catch here is this package does not let you control the climb rate (velocity in Z direction) of the quadrotor UAV. A quick fix to test out the demo is to publish a single message on the /cmd_vel topic with a positive velocity-z component and then use keyboard to maneuver the quadrotor:
rostopic pub -1 /cmd_vel geometry_msgs/Twist -- '[0.0, 0.0, 0.3]' '[0.0, 0.0, 0.0]'
Feel free to change the values and test for your specific setup.
A better solution would be to have a simple node publish to cmd_vel. You can also make a custom teleop_node for your specific needs.
Hope this helped, comment if you have any more doubts.