Lubuntu Shift + NumPad work like Windows

Set "Keyboard Layout Handler" (in tray) - "Advanced setxkbmap Options" - value = numpad:microsoft

and right click icon for saving.

or

change this option in file ~/.config/lxpanel/Lubuntu/panels/panel

Plugin {
     type=xkb
     Config {
     ......
         AdvancedOpt="numpad:microsoft"
     }
}