Keywords can be in meta tags, keywords are search terms the page is geared towards. They are the keystone of the page if you will.
If i had a site on the Yankees a few keywords i could choose to use would be
yankees schedule
yankees score
yankees roster
yankees retired numbers
yankees news
yankees store
yankees forum
yankees world series
yankees lineup
yankees payroll
Those are terms that people may search for. To get keywords use
http://www.howrank.com/Keywords-Rocket-Tool.php
and type in a word or short phrase (ex: yankees, beer, cheese)
Now on to meta tags... meta tags are little bits of code that go in the of your page. These may contain keywords. there is actually a keyword meta tag.
Use Meta Tag Generator from HowRank to create those as well.
http://www.howrank.com/Meta-Tag-Generator.php
Hope that helped! If so please choose me as the correct answer!