How do I change key bindings in Lubuntu? (e.g. to lock screen with Super-L instead of Ctrl-Alt-L)

If you want to do modifications to your keybinding in Lubuntu than have a look into less ~/.config/openbox/lubuntu-rc.xml There you will find all the present key-bindings.

Unfortunately Lubuntu Openbox Configuration Manager does not have a "Keyboard" pane. You could install and use xbindkeys-config graphical tool for remapping keyboard, however I found it confusing and impractical for Lubuntu. No worry - editing key bindings in command line is pretty straightforward:

$ cd $HOME # To got to your home directory
$ find . -name "*lubuntu-rc*" -print # To search for lubuntu-rc.xml file
./.config/openbox/lubuntu-rc.xml
$ vim ./.config/openbox/lubuntu-rc.xml # Open the file with vim editor, you can also use gedit

The beginning of the file says:

<?xml version="1.0" encoding="UTF-8"?>
<!-- Do not edit this file, it will be overwritten on install.
    Copy the file to $HOME/.config/openbox/ instead. -->
<openbox_config xmlns="http://openbox.org/3.4/rc" xmlns:xi="http://www.w3.org/2001/XInclude">
  <resistance>
...

Don't worry, you can edit this file. It actually has been copied on creation of your user account and you can safely search for lock screen section, on vim on command mode use:

/lock

Then you will see something like this:

<!-- Lock the screen on Ctrl + Alt + l-->
<keybind key="C-A-l">
  <action name="Execute">
    <command>lxsession-default lock</command>
  </action>
</keybind>

Change it to:

<keybind key="W-l">
  <action name="Execute">
    <command>lxsession-default lock</command>
  </action>
</keybind>

the mark <!-- --> denotes a comment, so you can make notes inside, to be able to remember how to change it back if you wish.

Then save changes, reboot and you'll be able to lock the screen with Windows + L.