The shortcut of the dimension style in the CAD is D. You can use the D+ Space to activate the command.

If you want to set the shortcut of the dimension style, you can use the following method.

Menu: Tool> Customization> Edit the Customized File> Program Parameter

After opened the Program Parameter tab, you will find the shortcut as well as the command. The shortcut is located before the command. You can change the shortcut according to your need. Before you change those command, you need to know the exactly meaning of those shortcuts.