During regular match time, the goalkeeper defends automatically according to his skills, the state of their On Fire boost, and OVR. The more he trains and increases his OVR or gains an On Fire boost, the more he will perform and defend better.
However, once the opponent attacks your goal, you can take control of the Goalkeeper by tapping on him. That way, in the deciding moments, your Goalkeeper will run towards the opponent, who has possession of the ball, to prevent the attack.

During penalties, you will have an option to instruct your goalkeeper to defend by moving the green circle to the goal area you wish him to cover. Make sure to guide him in time, before the opposing player shoots and potentially scores a goal.