If you had a previous, but older, yet compatible Catalina version of Keynote installed, you might be able to update it via the Mac App Store to version 11.1, the last compatible version for Catalina. Keynote v11.2, now requiring Big Sur, will not install on Catalina.
You might try launching the Mac App Store, ensure that you are signed in with your AppleID, and then press command+0 (zero). If Keynote has an Update button, click that and see if you get past the first dialog prohibiting the installation of Keynote v11.2, and a secondary dialog offers to install Keynote v11.1 for you. As you never had Keynote installed, this may be wishful thinking, and not work.
Otherwise, Apple does not provide user-downloadable, past full installers for Pages, Numbers, or Keynote. You may find that you will need to use Keynote for iCloud, or Keynote v11.2 in either iOS/iPadOS 14.8.