とりあえずLINQで

var keys = File.ReadAllLines("keyword.txt");
var lines = File.ReadAllLines("index.txt");
var q = from line in lines
　　　　　where keys.Any(key => line.Contains(key))
　　　　　select line;
foreach(var s in q) Console.WriteLine(s);

メソッド形式だと

var q = lines.Where(line => keys.Any(key => line.Contains(key)));