You need to find out what the Keyword ID is.
For example: musical = ID 4344
Then make an API Request get / keyword / {keyword_id} / movies.
See here: https://developers.themoviedb.org/3/keywords/get-movies-by-keyword
Example: https://api.themoviedb.org/3/keyword/4344/movies?api_key=THE-KEY&language=en-US

EDIT
Or make an API Request get / discover / movie.
See here: https://developers.themoviedb.org/3/discover/movie-discover
Example: https://api.themoviedb.org/3/discover/movie?api_key=THE_KEY&language=en-US&sort_by=popularity.desc&page=1&with_keywords=4344
In this Request you can search using more than one Keyword.
Keywords: musical = ID 4344 + music = ID 6027
Example: https://api.themoviedb.org/3/discover/movie?api_key=THE-KEY&language=en-US&sort_by=popularity.desc&page=1&with_keywords=4344|6027
Using the pipe character, "|" as separator, it will work as "OR".

EDIT 2
To find the ID of a Keyword, make the following request:
For example, musical
https://api.themoviedb.org/3/search/keyword?api_key=THE_KEY&query=musical