The headings are the font tags like this - <h1>, <h2>, <h3>, etc. You'll only get the value out of "Keywords in the headings" if you actually use headings. We see the use of <font size="18px"> in place of the practice of using headings a lot and you'll be losing out on a valuable SEO best practice.
If we take a look at the WebLink International - Website Design page, we'll see that we used the title of the page "Website Design" in the <h1> format and the heading of "Elevate your Website" in the <h2> format.
We've used the word "Website" a couple of times in the headings will will help us out on the SEO factor.
One other thing that can be said here about the topic of keywords in general, no matter where they are used, is that you're working on a common theme. If you're writing content on a subject, and addressing the technical aspects as well, you should be able to acquire market share in the search engines.
Up next: Keywords in the beginning of a document