I have a Mac mini. I am using a Lenovo ThinkVision Pro2840m, connected via DP, as my monitor. I am using the Magic Keyboard. Can anyone please tell me the procedure to make the display brightness controls work with this monitor right from my keyboard? The screen brightness shortcuts, and the volume buttons are not working. I'm running OS X El Capitan.
It's likely you can't, but just to double check, can you confirm you have the option of adjusting display brightness in the Display pane of System Preferences?
Most 3rd party monitors don't support external brightness adjustment via DP or HDMI. The same is likely the case with the sound if the speakers are integrated into the monitor.