I don't see an option to change them =/ Help?

Changing controls is a separate application called setup.exe

I'm using eDuke32, a source port for modern systems, so I don't know how exactly to launch setup.exe with the GoG version. Personally I'd use eDuke, you can have all sorts of mods, graphical enhancements, widescreen resolutions and you might get better performance than in DOSBox (which GoG uses) since eDuke is not emulationg an entire PC.