I wanted to program the side mouse keys to increase/decrease the volume (lazy penguin here).
I will need xbindkeys xvkbd and xev

sudo apt install xbindkeys xvkbd xev

We need to found the buttons in our mouse so

xev | grep ', button'   

and now we need to assign them in my case 'amixer -D pulse set Master 5%+' for volume up ,we make a file .xbindkeysrc

nano ~/.xbindkeysrc 

...and we create the assigned keys in that case side buttons are the button 9 and button 8 if your mouse have more you can assign them for all your favorite actions

#mouse volume up
"amixer -D pulse set Master 5%+ "
b:9
#mouse volume down
"amixer -D pulse set Master 5%- "
b:8 

now kill and restart the xbindkey

killall -s1 xkbindkeys  
xkbindkeys -f ~/.xbindkeysrc

and enjoy ,you can also add in the startup programs so you dont need to run the command.