The shortcuts are defined in Assets/XML/Units/CIV4Controls.xml; if you are just changing the key combo for a pre-existing control it should be pretty self-explanatory.
If you are trying to add new controls, that may require SDK work. Alternatively, there are also ways to check for keypresses purely through Python. For examples, look in Assets/Python/CvEventManager.py which shows how the special debug-mode shortcuts are defined and handled.