Is there a Python package to convert InChi to molecular structures? I am looking for a python package that can convert InChi keys (e.g.SGNXVBOIDPPRJJ-UHFFFAOYSA-N) to molecular structure or SMILES strings. Can I do that with RDKit? 

The key comes from: https://www.metabolomicsworkbench.org/databases/refmet/refmet_latest.txt
Yes, RDKit can be used, however, if you installed it with conda it will not work out of the box for inChi key fetching. You can either spend some time installing the missing bit or use something else. It is not like Mol2 support in RDKit, which shouldn't be used, it is just not worth the bother.

I would suggest PubChem's RESTFul API.

Say 

 import requests
 ethanol = 'LFQSCWFLJHTTHZ-UHFFFAOYSA-N'
 r = requests.get(f'https://pubchem.ncbi.nlm.nih.gov/rest/pug/compound/inchikey/{ethanol}/property/CanonicalSMILES/JSON').json()
 smiles = r['PropertyTable']['Properties'][0]['CanonicalSMILES']