I think I'm going crazy :-[
I am using Dark Velvet theme, and as an Administrator, I cannot see "Keyword Manager." Please see picture.
Either you open it manually in your browser by adding keywordmgr.php to the address bar, or enable Enable clickable keywords in search in the config.
Ah, yes you are so smart :) I disabled "Enable clickable keywords in search" in Config because I had more than 100 keywords and the Help text suggested to disable.