There are quite a few different places that they can go on your page. Some choice places for keywords are:
Above your site logo
In the subheadings
Headlines
Within the paragraph content
Meta title
Subtitle
Within links (anchor phrases)
Meta keywords
Images (ALT tags)
The more places you can reasonably put your key phrases, the easier you will be found. That being said, don�t go nuts and paste them in every nook and cranny. This is called �keyword stuffing� and search engines don�t look kindly on this practice.