Assumption: The user is on view mode of issue and has edit issue access.
Step 1: Press "Insert + F7" keys to open the "Links List" dialog.
Step 2: Navigate to the edit button, and select it
Step 3: Press the "Tab" key to navigate through the edit issue screen and reach the multi-select field component.
Step 4: Start typing the components to get a list of possible matches and press the Down arrow key to select
Step 5 (Optional) : If you want to select multiple items, use Ctrl+arrow keys to navigate the options, and Ctrl+Space to select/unselect components.
Step 6: Press "Insert + F5" to go to update and hit enter to update the issue