By default, There is no shortcut for make work part or displayed part. There was an enhancement made in NX12 Multiple Display Parts.
Now for NX11, either you can use 'Ctrl+Tab' to toggle between multiple parts in session. Also, You can set user defined keyboard shortcut (Ctrl + 1) in 'Application Only' context for 'Set Work Part' and 'Set Displayed Part'. (Menu > Assemblies > Context Control ).
If you like using the assembly navigator you can select a part and press the [Enter] key on your keyboard. In the scene you can double click. That works in the assembly navigator also.