There's lots to unpack here... and many ways this could go, so strap in :)
First off - for your video, in Inspector -> Movie there is a volume slider where you can control the volume of this specific video. You can't boost the video past 100%, but at least make sure it's not set too low.
If the audio levels of the video file are too low then you'll need to use some other software to boost the audio levels - you could use iMovie for a simple boost, or other audio apps if you're more comfortable with them.
Secondly, and this is where it gets more interesting, is the point:
> If I insert the song individually in each of the many slides, will it start over on each slide
That depends. The rules are:
IF a given video or audio file is on subsequent slides...
AND the video/audio file has the Inspector -> 'Play [movie/video] across slides' option turned ON
then the video/audio will start on the first slide, and continue playing as you transition through to the next slide. This can be extended throughout the whole presentation (e.g. for background music) by including the same audio/video file on each slide.
In this way you don't need to time your audio file to the slide/presentation duration.
However, if the 'Play across slides' option is turned OFF, then the video/audio will stop when the slide transitions out, and will restart from the beginning when the next slide builds in.
The neat part is that you can control the volume for the video/audio on each slide.
For example - take an audio file such as your GarageBand track, with a level volume (e.g. don't try to adjust the volume levels in GarageBand to time with your slides).
Create a new presentation. On the first slide, add your GarageBand track.
Set it to start automatically (turn OFF the 'Start audio on click' option), and turn ON the 'Play audio across slides' option.
Duplicate this slide twice (so three identical slides)
On the second slide, select the audio file icon and adjust the volume level of the audio file to, say, 25%.
Now play your presentation.
The GarageBand audio should start playing at full volume.
When you click to advance to the next slide, the audio should continue uninterrupted, but the volume should drop
When you click to advance to the last slide, the audio should still continue uninterrupted, but the volume should bump back up to full.
Now you can add your video to the second slide. Set it to auto-start. Then replay your presentation.
The audio should start at full volume on slide 1. When you advance to the second slide the audio volume will drop and the video should start playing (at its full volume).
When you advance to the last slide the audio should return to its normal level.
So in this way you let Keynote control the GarageBand audio volume based on slide timing, and you don't need to re-edit your GarageBand master to adjust levels as you edit your presentation timing (unless you want fancy things like fades).
Does that help?