Keyword in Link Building

I have question about that.

For example, niche is about "weight loss".

Money site: I want to optimize "method of weight loss" as it is my keyword.

T1: What is it keyword? The URL of the money site or "method of weight loss"?

T2: What is it keyword? The URL of T1 or the money site or "method of weight loss"?

T2: What is it keyword? The URL of T2 or the URL of T1 or the money site or "method of weight loss"?

Please help and thanks in advance.

It would be appreciated if someone can help me.

Thank you.