Keywords are the words that people put into a search engine to find what they are looking for.
I wrote an article on Charity Walks for one of my websites. Since it was about signing up for charity walks the keywords that I used were volunteer, donate and fundraising.
When people put these words / phrases into a search engine my article has a better chance of being noticed. (Do not use words in your title because they will already be treated like Keywords)
I use "google adwords keyword tool"
Type in a word and it shows you how many times that word is searched, how many sites use it as a Keyword, and other related words that might be relevant.