Change the affected key's interpolation type to Bezier and handle types to either Free or Aligned.

Based on each handle’s type, the behavior of the trail control changes. Handles of type Auto, Auto Clamped and Vector (linear) are automatically handled by Blender. The trail controls will snap back to their original position if you attempt to edit them.

To install the script, first unzip the folder. In Blender, Go to File > User Preferences , select Add-on Tab, then press Install Add-on and then select the appropriate python(.py) addon file. Enable it by selecting the checkbox. To enable it as default, press Save As Default. To create a trail, the button can be found in: 3D View -> UI Panel -> Tool -> Motion Trail 3D

Make sure the mode isn't locked and then make sure you're in Object Mode. 

Controls are implemented as Blender objects. 

Make sure you're using Blender 2.81. This happens with Blender 2.80.