When you create a RoboHelp project you end up with many different ancillary files that are used to store different bits of information. Many of these files bear the name you assigned to the project at the time you created it. The index file has the project name and it ends with a .HHK file extension. (HHK meaning HTML Help Keywords)
Generally, unless you change RoboHelp's settings, you add keywords to this file and associate topics to the keywords via the Index pod. At the time you compile a CHM or generate other types of output, the file is consulted and the index is built.
As I said earlier, the default is to add keywords to the Index file until you configure RoboHelp to add the keywords to the topics themselves. Once you change this, any keyword added will become a META tag in the topic code. If your keyword is BOFFO, the META tag would look like this:
<meta name="MS-HKWD" content="BOFFO" />
When the help is compiled or generated, the Index (.HHK) file is consulted as normal, but any topics containing keywords added in this manner are also added to the Index you end up with. From the appearance perspective, the end user woudn't know the difference or be able to tell. Heck, if all you ever did was interact with the Index pod, you, as an author wouldn't know either. Well, other than the fact that the icons appear differently.
Operationally, keywords added to the topics themselves may hold an advantage in that if you were to import these topics into other projects, the Index keywords would already be present.
Hopefully this helps... Rick
It has been brought to my attention that you may also be referring to the "Keywords" field found near the bottom of the General tab of the Topic Properties dialog.
Keywords entered in this field are not linked to the Index. Instead, they are used when the user performs a search of the resulting help system. Although, if a Topic is indexed using a matching keyword, the algorythm used for ranking may actually consider this and cause the topic to rank higher when a search is performed.