although the CPU can overclock easier when its cold, you also have to think about the Voltages, without enough volts, it would be hard to achieve a high clock even if you cool your computer way down.
From what i have heard, its pretty much impossible to get under 0c, unless you use that liquid nitrogen thing which i dont really recommend.
I think the only way for your keyboard to glow, is if your keyboard can glow in the first place.
Its nice to have one when you are in your room at night without lights, you can see where every keys are.