Make ensure that "Use dynamic keyboard shortcuts" option in "Interface" tab of Preferences dialog is enabled, then go to the menu selection you are interested in. Keeping it selected (hold the mouse's menu selection down if essential), press the key sequence you wish to assign to the menu. It will appear on the right of the menu. The new binding will be saved and used in future GIMP sessions. You can also use "Keyboard Shortcuts" dialog ("Edit->Keyboard Shortcuts") to assign keys to menus and functions.