It's really simple:

1) open control center on right down corner
2) find keyboard shortcuts
3) add new shortcut, name vol up
4) command: amixer -q sset Master 3%+
5) done
6) add new shortcut, name vol down
7) command: amixer -q sset Master 3%-
8) done
9) now just give them right shortcuts and you are done

Thank you mate! But unfortunately it doesn't work.  I did everything as you said. Doesn't work.
"amixer sset Master mute" works though. Weird.

Edited by tristar at 2016-7-16 05:52

Replace command with this one for vol up: pactl set-sink-volume 0 +3%
and vol down: pactl set-sink-volume 0 -3%

for me this command is not working, and amixer working, maybe for you will be right one
you can try another one:

amixer -q -D pulse sset Master 3%+
amixer -q -D pulse sset Master 3%-

I tried these commands but it simply doesn't want to bind. I try to bind it to f12 but it says none.
This problem is very weird. Deepin looks so well thought through and having this porblem is ridiculous.

So apparently the combination "fn" button + sound buttons work(without any binding). I guess it's ok. But is there a way to make it work by pressing only the sound button?

And many thanks to tristar for trying to help me.