Setting up keywords
If you are using Analysis Services, keywords are defined using the Named Sets feature. A named set is defined in the Analysis Services cube editor. It can be expressed as a comma delimited list of member names from a single dimension, enclosed within braces. Other set functions can be included as well, as long as they resolve to a set of members from the same dimension. The use of named sets can simplify formula expressions, because the set name can be entered in place of the MDX set expression that defines it. Another potential advantage of named sets is that they can simplify the maintenance of formulas. If a specific functional group of members is referenced in a number of formulas, representing that group of members as a named set will allow members to be added to or deleted from the group without having to update the formulas that reference the group.
If you are using a relational database, keywords are defined using the Keyword Builder in Architect.