You forgot the code tags.
From the instructions for lesson 11, found in the Most Complete Starter Kit PDF manual:
Before you can run this, make sure you have installed the library or re-install it if necessary. Otherwise your code won't work. For details about loading the library file, see Lesson 1.
Lesson 1 contains very complete instructions for installing the library.
lischiluarduino1:
C:\Users\Cheeto\Desktop\Elegoo The Most Complete Starter Kit for MEGA V1.0.17.07.10\English\code\Lesson 11 Membrane Switch Module\custom_keypad\custom_keypad.ino:13:20: fatal error: Keypad.h: No such file or directory
#include <Keypad.h>
^
compilation terminated.
exit status 1
Error compiling for board Arduino/Genuino Mega or Mega 2560.
This error means you didn't install the Keypad library.