Step 1: Create your Slides: Keynote Support
Step 2: Add your Audio Narration: Keynote for Mac: Add audio to a presentation
Step 3: Export to Quicktime (Self-Playing, 720p): Keynote for Mac: Export a Keynote presentation to PowerPoint or another file format
General Keynote Help for Mac | General Keynote Help for iOS
NOTE: If you created your narrated presentation on a Mac using PowerPoint, the audio will not play in the video.
You can how ever take the .ppt file to a Windows computer, open it in PowerPoint and Export as Movie (Older versions Save As Windows Media Video).