Hi, Bonkosmom,
Thanks for stopping by the Apple Support Communities. From your post I understand that you'd like to be able to control playback on an embedded video in Keynote. I'm happy to help!
When editing the presentation, you can control playback from the Inspector. To do so, click on the movie file, then, on the right side (in the inspector) there will be three tabs: Style, Movie, and Arrange. Clicking on Movie will give you access to rewind, play, pause, fast forward your video. Further information on controls available in the Inspector regarding media can be found here:
Keynote Help - Add video and audio
When playing the presentation back, you can control playback of the movie by placing your mouse cursor over the movie when playback begins. At this point you should see a control strip appear below the video (or at the bottom of the display, should the video fill the entire slide).
Cheers!