Not many of them. They often let you change the fine pitch of the whole keyboard though (in old school analog keyboards this was because the whole instrument could go out of tune over time / as it warmed up I believe, but these days it's sometimes still present, maybe as a way to play with out of tune instruments). According to other responders, some keyboards do, but it is not standard.

But besides using the built-in sounds in your keyboard, you can use most modern keyboards to send MIDI notes to some external (or virtual) synthesizer to play.

I just looked into handling MIDI for different temperaments. MIDI is a way to digitally represent each note as an integer (so let's pretend Middle C is the number 80, the B directly below would be 79, etc). The MIDI standard itself afaik has no support for other temperaments, but the receiving synthesizer can. So some VST instruments (virtual instruments you run on your computer for either recording or live performance) do support other temperaments, but it's not across the board. If you want to write or perform in a different temperament, you probably are limited to using VST instruments that support it.