You can add audio—a music file, a playlist from your iTunes library, or any other sound file—to a Keynote document. To find out which sound file formats you can use in Keynote, see Sound and Movie Types That Play in Keynote.
You can use sound in your slideshow in the following ways:
On an individual slide: The sound plays only on one slide. You can start and stop sound playback at any time while the slide is showing. When you advance to the next slide, the sound playback automatically stops. To learn how to place a sound file or playlist that plays only on an individual slide, see Adding Sound to an Individual Slide.
As a soundtrack for the entire slideshow: The audio starts playing when the slideshow starts and plays through to its end, or to the end of the slideshow (depending on which is longer). You can also choose to have the audio play through only once, loop, or play forward and then backward. To learn how to use a sound file or playlist as a slideshow soundtrack, see Adding a Soundtrack to a Slideshow.
As a voiceover narration: You can create a synchronized recording of yourself talking about each slide. This recording will play through the entire slideshow. To learn about creating a recorded slideshow, see Recording a Voiceover Narration.
When you add media files to your slideshow, make sure that they will be available if you transfer your document to another computer. When saving your document, make sure to select “Copy audio and movies into document” in the Save window after you choose Save or Save As. (If you don’t see the option, click the disclosure triangle next to the field, and then click Advanced Options.)
Also note that some media files are protected under copyright law. Some downloaded music may be played only on the computer where the download occurred. Make sure the computer you’re using has permission to play all the media files included in your slideshow.