The most common omega-3 essential fatty acid, ALA, is converted into DHA and EPA, but this conversion process is inefficient in humans. On average, only an estimated 0.5-5% is converted into DHA and only 1-10% into EPA. 
Interestingly, the conversion rate depends on sufficient levels of nutrients like calcium, magnesium, copper, iron, zinc, and vitamins B6 and B7. A modern diet, and often a vegetarian diet, lack some of these nutrients. 
The conversion process requires certain enzymes. Omega-6 fatty acids need these same enzymes. The modern diet is usually high in omega-6s, which might reduce the conversion of ALA to DHA and EPA. A lack of calories and protein can also interfere with the enzymes responsible for the ALA conversion.
ALA exists in certain high-fat plant foods like flax seeds, walnuts, and chia seeds. Your body can convert ALA to EPA and DHA, but this conversion process is inefficient.
EPA and DHA are considered the most important omega-3s, and these are primarily found in fish oil, seafood, omega-3 enriched or pastured eggs, fatty fish and algae, and meat and dairy from grass-fed animals. You might decide to supplement if you don’t eat enough of these foods, though most ketogenic diets include these foods. If you’re a vegetarian or vegan, you might choose algal oil. You can find a range of omega-3 supplements in stores or online.