First, check if you really are in keyless mode:

Besides not being able to sign transactions in the app you can check by looking for a lock symbol

In comparison, in normal mode you can directly sign transactions, because you have imported the private key of your identity. 

Normal mode can be recognized by a key symbol

To switch to normal mode you need to go to 'Change Identity' in the menu

Now, either import the private key from your clipboard or scan it from a QR code. 

The private key is in comparison to the public address of an identity significantly longer and does not have '0x' as prefix.

Now you should be able to directly sign and send transactions.