If you press Alt-Shift-Q this should bring up the VA Refactoring Context Menu, which will list any refactoring commands that can be triggered at the current caret position. Add Include should be the top entry in this menu.
But you should also be able to map a keyboard shortcut to the command:
VAssistX.RefactorAddInclude
in the VA Options dialog keyboard settings. I am not sure why it is not listed in the documentation though, thank you for pointing this out.
If you are not seeing this command in the IDE options dialog, which IDE and version of VA are you using?
Personally I trigger most of my refactoring via the Shift-Alt-Q dialog. Having simple access to just the commands that currently make sense works well for me, but I am also more keyboard focused than mouse focused.