You can't go for all of those keywords at once, and if they are two word phrases or highly competitive keywords it may take more time than you imagined. So what is the best way to go about it? An old but proven method is to aim for a keyword at a time. But this can be done with a slight modification of the old method that will make it possible for you to achieve top ranks for several keywords while still optimizing your website for the main keyword you intended, this is done by using long tail keywords or in other words, ranking for one keyword by targeting many.
How does this work you wonder. It is pretty simple in fact. Let's say you wish to rank high for "online store". But this is a highly competitive keyword, and it will take plenty of time until you see your website on the first page. So in the meanwhile you need some traffic, SEO's go about it by ranking high for less competitive long tail keywords that contain your main keyword. In the same time they rank your website for your main keyword.
By using less competitive keywords like "sportswear online store" and "athletic online store" in a combination with "best sport online store" you increase your chances of achieving high rank for your main keyword, "online store". You get the best out of both worlds; these long tail keywords have less competition and therefore are easier to rank for. But while you are optimizing for these keywords you are also pushing your main keyword. So by the time you rank 4 or 4 of your long tail keywords you will be able to see your main keyword near or on the first page.