When you've found a good keyword, the next step is to create a new page or post on your website and create content focused around that keyword. If you think about the keyword, imagine what someone who is typing in that keyword is hoping to find. Then create content that matches this as closely as possible.
In most cases, this means writing an article, adding some images and maybe a video. Or, of course, you might want to hire someone to create that content for you.
For a lot more detail on all this, please take a look at the Rich Content Optimization guide: http://go.swissmademarketing.com/richcontent-report-en
For new niches / new websites, the process is not much different. The tricky part is to find a starting point. You could do this by browsing products that you can promote as an affiliate. Look at products listed in Commission Junction and Amazon, for example. Look for products that are interesting to you and then do keyword research, starting from those product names. When you've found a good set of keywords, create a new site and one page for each keyword you found (again following the method described in the guide linked above).