Keyboards, as HIDs, do not get redirected as full devices - instead their input is sent to the remote desktop. If this is a USB keyboard, it is possible to redirect the whole keyboard using USB redirection but this is not recommended for the following reasons:
(a) it will not be usable on the client while forwarded
(b) HID redirection can only be done with PCoIP sessions
(c) Device redirection may not be very performant over WAN links
If you do want to go down this route, you can either follow the steps in http://kb.vmware.com/kb/1011600 or, for 5.1 onwards, use the policies in http://pubs.vmware.com/view-51/index.jsp?topic=%2Fcom.vmware.view.administration.doc%2FGUID-A43F5E8E-2A15-4B2E-A1CE-FAB002FEEF8D.html