Well, you did not write, what Altium-Version you are using. So i just assume you are using AD 18.1
To place stuff on the KeepOut-Layer: (P)lace -> (K)eepout -> your choice ...(T)rack as example.
(Remember: You don't have to use the "Alt"-Key to access the menus with the keyboard.)
Important: I think you need to define, whats kept out.
To Move stuff from the Keepoutlayer to an mechanical layer: I think you can just select the stuff and then pick another layer in the properties panel. But i'm not 100% sure there and i don't have AD18.1 at home.