Hello @pteroleo,
It is very possible to assign brush shortcuts through the brush pop -up [B] with the correct process, it is just more difficult to do.
The pop-up is a temporary menu that will easily disappear out from under the user, as opposed to the Brush palette that can be docked and stay open. In addition there are hard coded brush functions related to the Ctrl + Alt keys. It is important to release these keys prior to assigning the brush shortcut (and it is not recommended to use them as part of a brush shortcut because of the potential for conflicts). These things are all just a bit trickier to do in the brush pop-up.
To assign a brush to a hotkey in the brush pop-up you must ctrl+ alt click on that button, and then without moving the cursor away from that button, release Ctrl+ Alt, and then assign the hotkey. This may be easier to do with a mouse than a tablet.
Remember that if you assign a smoothing, masking, or selection brush, the proper modifiers (Shift, Ctrl, or ALT) must be pressed in the program before it will appear. By default, ZBrush only ever displays the active sculpting brush no matter what hotkey you just pressed. Remember also that if you are holding Ctrl when the shortcut is assigned, then Ctrl becomes a part of that shortcut but it is also the modifier key for activating the Masking brush slot, so you are going to experience conflicts when trying to select that brush. ZBrush may see it as trying to activate the selected brush for the masking slot, and not the main sculpting slot.
All of this is simply easier to do in the Brush palette, which can be docked to either tray and remain open. Any recently selected brush will appear in the quick pick list there.
good luck!