What it not is: it is not the underlined key that appears in the label of a menu item (f.e. File )

What it is: The MenuShortcut is the shortcut key in a menu that appears after the label of a menu item (f.e. File  Ctrl+N )
How do we implement MenuShortcuts?

We can implement MenuShortcuts in the MenuItem which are part of the Menu.

The following source creates a menubar 
with a "File" menu with the menuitem "Open" and has a shortcut to the control+n key combination.
with a "File" menu with the menuitem "Save" and has a shortcut to the shift+control+s key combination.

import java.awt.*;
import java.awt.event.*;
..class ... implements ActionListener {
      Frame f = new Frame("test");
      
      Menu m = new Menu("File");
      MenuItem open = new MenuItem( "Open", new MenuShortcut( KeyEvent.VK_O );
      m.add( open );
      open.addActionListener( this );
      MenuItem open = new MenuItem( "Save", new MenuShortcut( KeyEvent.VK_S, true );
      m.add( save );
      save.addActionListener( this );
      
      f.setMenuBar( m );