Can I use KeyCue to define my own shortcuts for menu items that do not have shortcuts?
No, but you can do that with System Preferences -> Keyboard & Mouse: Click the “Keyboard Shortcuts” tab and define your own menu shortcuts. When you add a new shortcut for an active application here, you need to quit and relaunch that application first. After that, the new shortcut will show up in the menu – and in KeyCue, too.