- You need to mark the files 'M128' and 'M129' as executable (rightclick-> Properties -> Permissions).
I don't know about changing the key binding at run time but I would strongly advise against using keybord bindings to jog the actual machine. Much better to use hardware panel buttons connected to realtime hardware inputs.
Not sure what you mean by 'executing' a custom component. A 'custom component' refers to something that runs in HAL and as such runs periodically. linuxcnc.org/docs/html/hal/comp.html