Keyboard accessibility is one of the most important aspects of web accessibility. Many users with motor disabilities rely on a keyboard. Blind users also typically use a keyboard for navigation. Some people have tremors which don't allow for fine muscle control. Others have little or no use of their hands. Some people simply do not have hands, whether due to a birth defect, an accident, or amputation. In addition to traditional keyboards, some users may use modified keyboards or other hardware that mimics the functionality of a keyboard.
One way to check a site navigation is to "Tab" through it. Depending on how the code was written for the page you should be able to see a box or highlight around where the tabbing is taking you on the page.