Each slideshow you create is an individual Keynote document. There are several ways to begin working in a Keynote document:
Create a new Keynote document. For details, see Creating a New Keynote Presentation.
Import a document that was created in PowerPoint or AppleWorks. For details, see Importing a Slideshow.
Open an existing Keynote document. For details, see Opening an Existing Keynote Presentation.