The directory validator_keys will contain the deposit_data-TIMESTAMP.json and keystore-m_ID.json files created by eth2.0-deposit-cli.

Use deposit_data-TIMESTAMP.json for your initial deposit. After that, it can be disposed of.

Use keystore-m_ID.json files to import your validator secret keys into the validator instance of the client you are running. These files need to be secured when you are done with the initial import.