Using the Windows key to open Xfce application menu

How to open your Xfce's application menu using the Windows key in three easy steps:

1. Click the Application menu > “Settings” > “Keyboard”:

2. Click the “Application Shortcuts” tab, click the “+ Add” button, enter “xfce4-popup-applicationsmenu” into the “Command” field, and click “OK”:
   

3. When this window appears, press the Windows key (or whatever other shortcut you prefer) and click OK:
   

Note that the left Windows key will be shown as “Super_L”, this is okay.