In VKBDevCfg, go to the "Common" tab (at top), "Global" tab (at bottom), with the correct stick selected in the little list box at the very top. You should see a block in the window for "Keyboard" about in the middle with a selection box.
This is "OFF" by default - you need to turn it on to either "Classic" or "Modified" in order to be able to assign keyboard keystrokes to things. This also means the stick will load as an HID keyboard in addition to as a joystick.
Then you can go to "Profile" at bottom, "Buttons" at top, "Logical Layer" and assign a logical button function of type "Keyboard" and pick the key desired.
Last copy of the English manual I'm aware of is available here:
https://vkbcontrollers.com/wp-content/u ... 2_17En.pdf