If you have setup pre-defined keyword lists, they will show up as options in the Keyword Lists section of the Keywords filter. Checking a list will search for all keywords in that list.
Clicking Manage Lists will open the keyword list management interface. See Managing Keywords for more details.
If you want to see all keywords in a pre-defined keyword list highlighted on the Highlighted tab, select a keyword list from the Keyword Lists drop down. If you have searched for ad-hoc search terms and have a keyword list selected, you will see all words in the list plus the terms in your ad-hoc search highlighted. In this example, all terms in the keyword list called "Priv terms" that exist in the selected document are highlighted.
See Managing Keywords for more information.