These are words or phrases imbedded in the HTML source code of a page, called meta tags. Other tags are Title, and Description.

(To view the HTML code simply click the 'View' at the top of your web browser then select 'Source', or 'Page Source'.)

Keywords, should be a list of words or phrases that describe what you do if you sell green footballs then the keywords would be, 'green footballs', Green Footballs', .

Search Engines robots will check the content of the tags against the content of the page. If there is congruence between the tags and the content then the page gets points for relevancy and higher ranking.

Ideally each page's content should emphasis one keyword. Meta tags with any more than 6 keywords listed are ignored.
SE robots might penalise the site for spamming keywords, another absolute NO NO is to construct keyword phrases in the same colour as the background.