How can I create shortcut to access a particular section of 'System Settings' directly on MacBook Pro?

System Settings... > Control Center

Set the Control Center Module for Sound to "Always Show in Menu Bar"

Now you can click the Sound menu bar icon and go directly to the Sound Settings.

PhilKC wrote:

I don't have F keys on my keyboard. But thank you for the suggestions.

Do you have a Mac with a touch bar?

Even then, you can still configure it to make this work.

My previous mac had a touch bar too. Holding down the fn key at the bottom left brought up the "extended control strip" (not sure if the wording is exact), and then holding Option and clicking on the brightness signs (corresponding location to F1 and F2) did bring up the Displays settings, and similarly Option-volume for Sound settings.

If you have System Settings in the Dock you can right click on it and select Sound from the menu that opens.

Hold down the option key while tapping one of the volume keys.

Other option+Fx key combinations to directly open that specific System Settings panel:

option+F1 or option+F2 opens the Displays panel

option+F3 opens the General panel

PhilKC wrote:

I don't have F keys on my keyboard.

All Macs have function keys.