Most website servers such as IIS and Apache generates logs of all HTTP requests to the hosted websites. This can give valuable insights to search keywords used to find your website. Some webhosts already includes builtin solutions to view such data, e.g. AWStats.
You can also use website logging to learn how people navigate your website, but you will often want to combine this with click tracking Javascript solutions for optimal results.
What tools to you use to track keywords and website navigation? Popular products include ClickTracks, IndexTools and Google Analytics.
I have used Google analytics . As it not only show from where your visitors are coming but also which keyword is bringing more traffic to your site.