How do you crate aliases(shortcuts,taunts)?

Edit taunts.txt in the Soldat folder (Or, if you're registered, the txt file of your choice in the Profiles folder). Access them in-game by holding Alt and pressing a key on the keyboard -- each line of text in the file is assigned to a different key.

There are programs that can make a taunts file for you if you need something specific assigned to a certain key.