Keil C51 (like any C compiler) has default "runtime support" - which includes the startup.
You only need to provide your own STARTUP.A51 if, for some reason, the default runtime support is not suitable.

Similarly, the default runtime support includes polled IO for printf via the 8051 serial port.
If you want to use this, your code must include the appropriate setup for interrupts, serial mode, baud rate, etc.

Note also: when you write a program for PC, UNIX, etc, your main() can exit and the program then returns to DOS/Windows/UNIX/whatever; on a microcontroller, you don't have DOS/Windows/UNIX, and so main() should usually not exit at all!

If you don't already have uVision, I suggest you download the free evaluation (or request the free CD), and then work through the examples in the "Getting Started" guide.