Keyword search volume is a metric that shows an estimate of how many searches a certain keyword gets per month on average. Because of this the search volume is a very important metric, when picking a keyword to optimize your page for.
If you pick a keyword, that no one searches for, then it is very unlikely that it will net you many visits even if you end up ranking at the top for the keyword. This is why it is always important to do a proper keyword analysis before optimizing for a certain keyword.