Change your settings in Keynote preferences/Presenter Display pane.
Check in Keynote's help files - Viewing a Presentation on an External display or Projector. That will quickly explain your options.
hint: when you are connected to the projector or other external display, System Preferences/Displays/Arrangement, make sure that "Mirroring" is not selected, so you can use the extended display. Then you will be able to show just the presentation on the external, and your internal screen will show you timing, notes, the next slide before it is shown, etc.
Very handy - support for multiple displays is a great feature that any presentation software should provide.
That feature allows you a lot of control over the presentation that you don't have when using only one display.