This is done when you record a macro. The first screen will give you the
option to set your keyboard shortcut. Beware, most CTRL+ combinations are
already in use (e.g. CRTL+x, p, v, c, etc.) so you may want to choose
something else (e.g. CTRL+ALT).
As Robert has said, you can assign a keyboard shortcut for any given
command, but note that Ctrl+C is already assigned to Copy and Ctrl+V to
Paste. Ctrl+Z is assigned to Undo. It would be better, I think, to learn the
built-in commands before you go crazy assigning others.
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