The phrase "to keep warm" means to maintain a certain level of body temperature, usually by wearing warm clothing or using external heat sources such as blankets, heaters or fire.
The pub has a large, shady beer garden that is great for warm summer evenings, and indoors there is a wonderful log fire for keeping warm in winter. (aldgatecreekbnb.com)
Wearing a warm coat on top of your clothes is the most obvious step in keeping you warm on a cold day. (teacupsandtulips.com)
There are thicker kimono versions as well that can help keep you warm while looking cool. (thenomisniche.com)