Do you intend to only use Audacity very occasionally and continue to use CoolEdit as your “main” editor? If so, then look here for how to customise keyboard shortcuts: Shortcuts Preferences - Audacity Manual
On the other hand, if Audacity is going to be your “main” editor, then probably better to start practising “Italian” 
(terrific analogy 
)
You ‘can’ set F7=Normalize, F5=Amplify, F4=Envelope Tool, F3=Time shift tool, but… by default,
F1=Selection tool
F2=Envelope tool
F3=Draw tool
F4=Zoom tool
F5=Time Shift tool
F6=Multi-Tool
http://manual.audacityteam.org/man/tools_toolbar.html
This is a logical and convenient mapping of a group of keys to a group of functions (the “tools”). If you reallocate these keys then you mess that up.
There are a lot of defined shortcuts in Audacity (the full list is here: Commands and Keyboard Shortcut Reference - Audacity Manual), so it’s difficult to find convenient key combinations without overwriting existing ones, and some of the default ones are very convenient and you will find yourself using them all the time once you’re familiar with them (for example, F1 to F6).
What I’d suggest is that for a few weeks (depending on how regularly you use Audacity), you do things ‘mostly longhand’, but look up the shortcuts for things that you use a lot. Items in the “Effect” menu do not have default shortcuts, but when the Effect menu is open you can type the first letter of an effect name to scroll down to that effect (example: “Alt+C” opens the Effect menu, then “F” scrolls down to “Fade In”, “F” again scrolls down to “Fade Out”, “F” again scrolls down to any other effect that begins with “F”).
Make yourself a “cheat sheet” with a list of Audacity shortcuts that you use regularly.
When you have that and those shortcuts are programmed into your “finger memory”, then you can start making custom shortcuts for effects and avoid overwriting the default shortcuts that you use.
Audacity also has a useful but primitive sort of “macro” type thing, (though much more primitive that what CoolEdit Pro had). It’s called “Chains”: Macros - for batch processing and effects automation - Audacity Manual