Short Answer
No
Long Answer
No - you are confusing several sections of WCAG.
Keyboard shortcuts are separate to skip links, which are what I think you are getting confused by.
Skip Links allow a screen reader user to jump past the navigation at the top of a page, this avoids having to tab past all of the navigation each time they enter a page.
Menus - as long as they are semantically correct (<nav>
with an <ul>
of links) are accessible anyway as screen reader users navigate via links, tab stops, headings etc. using shortcuts on their screen readers (if you have drop down menus then there are a lot of things to consider beyond the scope of this question).
Shortcut keys allow different actions and sections to be accessed quickly via the given shortcut key.
I would advise against setting these, if you do you need to:
- provide ways to change the keys via a settings menu
- a way to disable the keys (as they may interfere with a user's keyboard shortcuts they use for their screen reader)
- explain what the shortcut keys are (and update these descriptions if a user changes their preferred shortcuts) etc. etc.
They are not worth the effort for a simple website and should only be used in complex applications for features (not generally for navigation, but for things like a WYSIWYG).