The options menu doesn't support rebinding weapons (beyond "next"/"previous", 1-9 keys by default), but console can be used for remapping, following the syntax:
bind <key> "impulse <#>"
1 - axe
2 - shotgun
3 - super shotgun
4 - nailgun
5 - super nailgun
6 - grenade launcher
7 - rocket launcher
8 - thunderbolt
For instance, bind e "impulse 7"
to map the rocket launcher to the E key, and bind MOUSE4 "impulse 3"
to bind the super shotgun to one of the mouse side buttons.
I assume that alias has to be used, as with the Quake-derived Source engine. Personally I'd for example find having access to both shotguns with one key as convenient.
"
aren't mandatory in commands.