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But don't put a long list of keywords at the bottom of your pages, that's not how things work nowadays. This is how you go about: Each of your pages should have their own unique content. Make sure you have plenty of text written which naturally includes you keywords. But each page should have its own keywords. Don't keep repeating the same phrases or words on every single page.
Then each page should have a good title tag, META keywords tag and META description tag, which also include the keywords for each specific page. The most important of those tags is the title tag. And don't forget alt tags on your images!
Then make sure the pages are linked together properly with plain text links so that search engines are able to navigate through the site and slurp up pages for their indexes.
This was a basic idea on how you should create a site to make it search engine friendly. There are many more tips, important advice and rules that you should be aware of. Take some time and read through the threads here at Webmasterworld where you'll get excellent advice from true professionals. Cheers and good luck! :)