Please let me know why this phrase appears

"sketch_dec29a.ino:3:20: fatal error: Keypad.h: No such file or directory
compilation terminated.
Compile error."

Please let me know why this phrase appears

Your question is not about the Arduino website. It seems to be a programming question so I have suggested to the Moderator to move your Thread to the Programming section.

The error means what it says. It cannot find a file called Keypad.h. Either you have spelled the name incorrectly (case matters) or you have not properly installed a library that contains the file.

If that does not make sense then post your complete program.

...R