Yes. Use the keys command to set whatever command you want to whatever function keys you want.
You are looking for the log, output, pgm commands to jump between the three main windows.
Unfortunately with many X window emulations SAS is unable to change focus to the new window.
I have been using these function keys for years to work around that. They work by closing the window and then re-opening it. This gets X and/or SAS (whichever it is that has the bug) to give it focus.
F5 pgm off;pgm;toolclose /* goto PGM (workaround for X focus bug) */
F6 log off;log /* goto LOG (workaround for X Windows/SAS focus bug) */
F7 listing off;output /* goto OUTPUT (workaround for X Windows/SAS focus bug) */