There is a handy option in System Preferences -> Keyboard -> Shortcuts named "Use keyboard navigation to move mouse focus between controls". It basicly allows to change focused control with Tab/Shift+TAB. In windows there is option to do this with arrows. Can I somehow make such behaviour on macOs?
Tab is used for moving between controls and arrow keys are used to move within the control group.
For example if your focus is on tabs control in 'Keyboard' window ('Keyboard', 'Text'... 'Dictation') then you can move between them with left/right arrows. Or if if you are on 'Shortcuts' tab you use tab to move into left pane, move there with up-down arrows, reach desired selection ('Accessibility' on your screenshot), use tab to move to the right pane and use up-down arrows to move there (and use space to tick / untick options).