Try something like this:
from turtle import Turtle, Screen
pg = Screen()
pg.screensize(500, 500)
pg.title("Turtle Keys")
run = Turtle("turtle")
run.speed("fastest")
run.color("blue")
run.penup()
run.setposition(250, 250)
follow = Turtle("turtle")
follow.speed("fastest")
follow.color("red")
follow.penup()
follow.setposition(-250, -250)
def k1():
    run.forward(10)
def k2():
    run.left(45)
def k3():
    run.right(45)
def k4():
    run.backward(10)
def quitThis():
    pg.bye()
def follow_runner():
    follow.setheading(follow.towards(run))
    follow.forward(1)
    pg.ontimer(follow_runner, 10)
pg.onkey(k1, "Up")  # the up arrow key
pg.onkey(k2, "Left")  # the left arrow key
pg.onkey(k3, "Right")  # you get it!
pg.onkey(k4, "Down")
pg.onkey(quitThis, 'q')
pg.listen()
follow_runner()
pg.mainloop()