🚀 go-pugleaf

Are you asking how to do it in a script, or in general? 

In general, you open the "Modify Paragraph Style Options" window by double-clicking on the style in the "Paragraph Styles" Palette. Click in the box to the right of the word "Shortcut:", and type your key command. 

As I understand it, the program will only accept a 2-key combination: either shift or command, plus one of the number keys on the numeric-keypad. IOW, [shift]+[1] is acceptable using the 1 on the keypad, but not acceptable if you use the 1 that is above the Q. [command] + [1] is also acceptable. (I usually set it up so the [shift] key applies character styles, and the [command] key applies paragraph styles.) The option or control modifyer keys cannot be used, nor can you use just one key. 
(this is on the mac; I'm sure the PC is similar but different) 

If you are trying to do this in a script: I tried a search of "shortcut" in the InD Scripting guide, and didn't get any hits, so that might mean you are SOL. 

I don't know your workflow, but you can create a template w/ styles and shortcuts already defined ... 

Good luck! 

Jay