What you are referring to, is called an accelerator key.
Check out Action#ACCELERATOR_KEY.
You will need to use it the same way using AbstractAction#putValue(Action.ACCELERATOR_KEY,Object keyValue)
More
here on using accelerators.
Typically one uses the following
Action.NAME (just the display text like "Open")
Action.MNEMONIC_KEY (underlined 'O' in Open)
Action.ACCELERATOR_KEY (Ctrl+O)