It typically means that you need to change your website's content (And maybe design) so Google sees it as more keyword-relevant/targeted.
As jacobs pointed out, this means that you would need to change your meta-title and description, your H1 tags (titles on page in content) and the actual content.
Having the main keyword in the H1 tags is important and helps your onsite SEO.
H2 tags are great for longer keywords in the form of [main keyword] + addition if you target some keywords like that.
When it comes to the content, I tend to maintain a 3-5% keyword density as that works good for me. You can play with this number to see what you feel the most comfortable with and gives you the best result. If you go too high, it might harm your website.
While these optimizations are page specific (assuming you are targetting different keywords on different pages) interlinking is shows google how your site is structured.
As you link pages, anchoring the main keyword for the page you are linking to also shows google that page is more keyword relevant. Having a good structure is definetely a plus. Before the Google Wonder Wheel was a great tool for this but now I am not sure if it's still available.
Another thing is having the keyword in the URL which also helps your case, even if it's not in the domain name, it still helps.
Hope this helps get you started.
