There are some differences between c-script and lite-c file types. First I would try saving them in both file types to see if one works. If not, combine some of the previous advice given by other members in this forum with this lite-c code:
Code:
#include <acknex.h>

function move_ahead()
{
	robot.x += 5;
}

function main()
{
	video_switch (8,32,1);
	level_load ("Drohne_Level.wmb");
         wait (2);      //let the level load.
	//on_w = move_ahead;  ignore this command for now
}

action Drohne()
{   robot = my;
    while(1)
    {    if (key_w == 1) //key_w is pressed
         {    while (key_w == 1) //while key_w is being held
              {wait(1);} //wait a frame
               move_ahead();  //then call move_ahead function using
                              //parentheses or syntax error will occur.
         }
     wait(1);
    }
}

Again, make sure the Drohne action is attached to the model you want to move in WED. Compile the level first, then run it and press 'w'.
Hope this helps!