Hi, and welcome to the Apple (user-to-user) Community!
Re: how do i add music in keynote
You can add an audio file to a slide, or you can also add a soundtrack that plays for the entire presentation.
Seems audio files need to be in a format that Keynote can use.
If you can’t add or play a particular audio file try using QuickTime Player to convert the file to a an MPEG-4 file (with a .m4a filename extension) for audio. (Eg: Open the file in the QuickTimePlayer > Choose File > Export As > Audio only)
Apple support have an article online (link below) that may be helpful:
How to: Add video and audio in Keynote on Mac - Apple Support
You can also: Edit video and audio in Keynote on Mac - Apple Support
There is also a useful "Keynote User Guide" online:
Keynote User Guide for Mac - Apple Support
All the best :-)