Now, when we say that the message is concatenated with a symmetric key, we don’t mean a symmetric key is used to encrypt the message. The message is not encrypted in an HMAC function, so there is no confidentiality being provided. Think about throwing a message in a bowl and then throwing a symmetric key in the same bowl. If you dump the contents of the bowl into a hashing algorithm, the result will be a MAC value.
This type of technology requires the sender and receiver to have the same symmetric key. The HMAC function does not involve getting the symmetric key to the destination securely. That would have to happen through one of the other technologies we have discussed already (Diffie-Hellman and key agreement, or RSA and key exchange).