In Keynote you can add images to your slides by either selecting them from the Media Browser or directly from the Finder (drag and drop).
Keynote can handle a variety of image types (See your Keynote '09 User Guide (available for free download from the Help Menu) Chapter 5 for a complete list).
If your know the location of an image and can copy it to your desktop or clipboard, and it is one of the image types allowed, simply drag and drop it or paste it on to your slide.
If there is a folder of images that you would like to have readily available to your Media Browser, you can add the folder to your browser following the instructions in Chapter 1 of the User Guide.
Some image galleries used by third party software use proprietary type images or image management engines to make the images available to the application. These are not directly usable by Keynote.
That said, if you can access the image files of the gallery themselves (they may be located in a folder) and the images are compatible with Keynote, you can add that image gallery folder to your Media Browser.