I can't add video to a Keynote on iOS
Yes, it's possible, but your video must be in one of the photo albums or your Camera Roll.

In Keynote, tap the Add Object icon at the top-right of the display in Keynote for iOS:


Tap the Media tab in the selection screen that appears.
Tap the photo album that contains your video.
Tap the video thumbnail you want.
Tap Choose.


The thumbnail for the video will be placed on the slide and will play when tapped on.