Xfce doesn't seem to have the ability to assign shortcuts to arbitrary commands, but xbindkeys can do this. For example, to add brightness control, add this to .xbindkeysrc:
"/home/slack/bin/dbacklight -10" Control+Shift + F5 "/home/slack/bin/dbacklight +20" Control+Shift + F6
Then add xbindkeys & to the end of .xfce/xinitrc