I'm not sure if you would like to remap some keys Windows-wide, or just for Leo. If it's Windows-wide, I use a key remapper called
SharpKeys. I use it to swap caps lock and left control keys. It's fairly easy to use, and looks like it would remap any keys you like. It remaps the keys before any applications get them, so even virtual machines get the remapped keys.
For Leo, with your particular example, I was able to make ALT-W perform the file-save command by adding an @shortcut node to the @settings tree in myLeoSettings.leo. I also had to remove the ampersand from the "W" in the Windows menu, which I did in LeoSettings.leo. It worked for trying it out, but to do it permanently, it would be better to copy the entire @menus tree to myLeoSettings.leo and make the change there.
I didn't remap CNTRL-s, so presumably it still also worked as file-save. I'm not sure how you un-assign those key assignment, or whether a shortcut in myLeoSettings.leo overrides them.
In the @shortcuts node, here is the key assignment I added to the body of the node:
file-save = ALT+w