Basically what I want to do is create a search box so when a visitor puts in a keyword and hits search it will then list a page with all links to all pages that have that keyword.
I knew of a software program that did that but I cannot find it anywhere.
Assuming you don’t want to redesign the wheel check out: Google Custom Search - Site search and more. It’s free and will allow you to make use of Google’s index of your site to perform local searches.
Depends on what your site is built on. Platforms like wordpress/Joomla have their in built search feature, similar to what you want.
To build a search feature that will search your webpages, you would need to have the content indexed or in your database for your search program to search efficiently.