Did Keanu Reeves actually know martial arts when he acted for the movie "The Matrix"?

Apparently Keanu Reeves, after the Matrix experience, got hooked on Martial Arts. But as far as the movie is concerned, we're talking about choreography (you learn moves as when you do with dancing).

According to The Matrix FAQ on Imdb:

The actors that were hired had some kind of physical background; Carrie Anne-Moss was a dancer and Keanu Reeves used to play ice hockey. These experiences were used by Yuen Woo-Ping and his stunt crew when choreographing the fight scenes although all of the actors had stunt doubles for the more dangerous stunts. Most of the actors had no previous training. The actors underwent a hard training under Master Yuen Woo-Ping who made them all look like expert Kung Fu fighters.

The cast of the Matrix had to go through rigorous training of Wire Fu which is a combination of Kung Fu done while attached to a harness connected to a pulley mechanism. Wire Fu is popularly used in Hong Kong Chinese movies.

Neo was initially to be played by Will Smith, but he turned it down to do Wild Wild West. The entire crew was new to Wire Fu and had to learn it over the course of film production.

The collectors edition of the Matrix shows the cast practicing and learning Wire Fu. They toiled through this every morning. Once they had learnt the basics, the choreographer thought them the moves of the movie and they practiced on that too, in Kung Fu uniform. Through practice the cast was made to actually make a little contact while performing their moves to make the whole thing look real.

After prolonged training and choreography, the fight scenes were shot.
Will Smith today doesn't know Wire Fu for the choice he once made :)

To add on to what Alenanno said:
This is the case for almost any movie. With any of these movies you're seeing choreographed fights, not actual fights. They're more dance than fighting, there's 0 or near 0 actual physical contact, little/no improvisation, it's all heavily planned out for visual effect. Each punch, kick, block, was planned and known to all participants, and practiced many times. Many of these roles go to professional dancers and martial artists because they need much less training, they're physically flexible, and depending on their achievements, their renown as dancers/martial artists might bring in more viewers to such a film. Dance and Martial Arts training generally involves a lot of memorizing long lists of movements, flexibility, and endurance, which is all that's generally required to do these fight scenes, and it requires less of the films budget in order to prepare the actors to learn/do the fight scene.
But anyone in physical shape, not just martial artists and dancers, can do these scenes with training and practice.