SEP Client uses symcorpui.exe for launching the interface. The shortcut commands in the RUN window, are picked up from the 'path' environment variable.
So, using the steps below, you can add shortcuts to the Run window as per your wish:
1. Right Click on My Computer & Go to properties

2. Click on Advanced->environment Variables

3. Under System variables, click on the variable "path" and click  Edit

4. At the end of the existing line, put a semi colon and the path of the SEP client installation folder e.g. ";C:\Program Files\Symantec\Symantec Endpoint Protection"

5. Click on Ok and Ok and Ok.

Now you can go to Start->Run-> Type, symcorpui and click on OK.

You should see the SEP client interface.

So this shortcuts is only for a personal system only?

for example whenever we goto customer place we have to add this manually?

There is no keyboard shortcut available for SEP?

Correnct me if m wrong....

No... There is no shortcut available by default.... Its a manual process... 

If you want to accelerate the process, you can always pin the shortcuts of SEP client and SEPM to the start menu.

Aniket