Keybindings are, as a lot of things in Sublime Text, JSON. Make sure you understand how to use them, they're going to save you a lot of time!
Shortcuts have to be stored in a file called Default.sublime-keymap to be taken into account by Sublime Text.
What if I want to create some shortcuts only for OSX for example?
Well, you can. Just add (<platform>) after the Default. Here are the 3 possibilities:
Default (Windows).sublime-keymapDefault (Linux).sublime-keymapDefault (OSX).sublime-keymap