ISPF does not support shortcuts.
You might consider enabling "Tab to action bar choices" in your ISPF settings which allows you use your home key (usually Pos1) to position the cursor on the first action instead of the first data entry field.
Shortcuts are only supported when ISPF runs in GUI mode.
I would not recommend using the ISPF GUI interface. It's ugly, pretty useless, and requires the installation of the ISPF workstation agent on your local workstation.