You will need some variable where you will store current roatation, and one function where you will determinate what key is pressed.
Inside your object class put Rotation = 0.0f;
what will be used for that.
Then inside your update method you need this:
KeyboardState keyBoardState = Keyboard.GetState();
if (keyBoardState.IsKeyDown(Keys.Left)){Rotation -= 0.1f;}
if (keyBoardState.IsKeyDown(Keys.Right)){Rotation += 0.1f;}
And then in draw method:
spriteBatch.Begin();
spriteBatch.Draw(Texture, Position, null, Color.White, Rotation, ObjectCenter, 1.0f, SpriteEffects.None, 0);
spriteBatch.End();
You will also need ObjectCenter variable, it's vector2 object and over that point object will rotate. for that check this answer: Rotating a sprite around its center
EDIT: GameTime
XNA have two update functions. Draw and Update. Do not mix those two functions. Use draw only for drawing to screen and update for collision, moving object, update object. System try to execute this 60 times per second, and if due too much calculations or slower computer it can go below that value. (btw: XNA have IsRunningSlowly
flag that is set to true in this case)
So if you wish to be sure that object will move 5 pixels every millisecond you have to multiply your value like that:
time = gameTime.ElapsedGameTime.TotalMilliseconds;
player.position.x += 5 * time;
So, if you wish to rotate object for 0.1 radian per second:
time = gameTime.ElapsedGameTime.TotalSeconds;
player.rotate += 0.1 * time;