Go to the Marketing page in the navigation bar, select SMS from the drop down menu, and choose the Keywords tab towards the top of the page.
The keywords tab is unrelated to the keywords you can insert into your texts to personalize your messages with your own information as well as the leads.
The keywords tab allows you to set up an automation based off of words your leads respond back to you with specifically.
It is key to avoid using keywords here that might be taken out of context and trigger an automated action you did not intend on that lead.