how can I make my use the windows + M key

You have to configure windows keyPrewiew = true then you can do this: (obviously in windows form)     

private void inicio_KeyDown(object sender, KeyEventArgs e)
{
        if (e.Control && e.KeyCode == Keys.M  )
            MessageBox.Show("My message");
        //this.WindowState = FormWindowState.Minimized;
}

If you specifically need the windows key you can see this one reference

Greetings