Here you go. There was an NA in your source column.

library(networkD3)
library(dplyr)
library(tidyr)

Key<-read.csv(file="Cat_Key.csv", header=TRUE) %>% select(Num, Name) #select important cols
Sankey_data<-read.csv(file="Sankey_data.csv", header=TRUE) %>% drop_na() #Remove any NA values

#Generate the plot
sankeyNetwork(Links = Sankey_data, Nodes = Key, Source = "Source",
              Target = "Sink", Value = "Value", NodeID = "Name", 
              iterations = 32)