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