What can I do to improve the render?
First of all, those are some nice looking orcses–already great models. However, if you want to improve your render, there are some things you can do.
Obviously, painted and textured models always look nicer. Give those things a coat of paint, and assign them some materials in Keyshot.
If you want the models to look like an unpainted statue or miniature, give them a more appealing surface material like a clay, or a pitted pewter, or a wax or plastic with SSS effects. Get some different render passes, for instance an all white one with heavy ambient occlusion effects, and composite it with the color passes in photoshop, allowing you fine control without having to re-render.
You don’t have to render them with a backdrop, but the grey on grey isn’t the most interesting. Light them with a more interesting environment in Keyshot (remember the lighting environment doesn’t need to be rendered as the backdrop )–something thats gets some different colored light in there-- and pick a backdrop that makes the models pop a bit more. It doesn’t have to be a photographic background–this could be done with simple color contrast, or tonal contrast, or both.