there is a folder path ending with
application data\Steinberg\Cubase 6\presets\Key Commands
or something very similar.
There you have all sorts of preinstalled Key Commands
Put your file there and open the Key Commands dialog from with in Cubase
There is a little icon at the right side looking like a folder
Click on it to Import a preset
Default is that it only imports *.key files form old Cubase versions
Change the file type to all files.
Now you will see your *.xml file so … just open it!
path to the active file last time Cubase 5 quit:
~/Library/Preferences/Cubase 5/Key Commands.xml
path to the Key Command presets that came with Cubase and those you saved from the key commands dialog box.
~/Library/Preferences/Cubase 5/Presets/KeyCommands/