Apple Keynote '09 - Manual (Page 13)

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Get familiar with the windows and tools you use to create
slideshows with Keynote.
Each slideshow you create is an individual Keynote document. If you add movies,
sounds, or other media to your slideshow, you can save them as a part of the
document so that you can easily move the presentation from one computer to
another.
About Themes and Master Slides
The first time you open Keynote (by clicking its icon in the Dock or by double-clicking
its icon in the Finder), the Theme Chooser displays the Apple-designed themes
available for you to use in your slideshow.
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Keynote Tools and Techniques