Search engine keyword advertising, as a widely employed digital marketing tool, plays a pivotal role in today's fiercely competitive market. This study aims to investigate and analyze various strategies of search engine keyword advertising to enhance ad effectiveness and return on investment (ROI). We review the historical development and fundamental principles of search engine advertising, along with the latest trends in related research.The section on advertising strategies delves into the optimization of ad text, strategies for selecting and managing keywords, as well as timing and placement strategies for ad delivery. The evaluation of ad effectiveness includes factors influencing the click-through rate (CTR), methods for calculating ROI, and quantitative and qualitative assessments of ad performance. We summarize the main research findings, underscore the limitations of the study, and propose future research directions to foster further improvement and development of search engine keyword advertising strategies.