Issues with Application.Onkey

First of all you don't need the first +, you can simply have "^%{+}".

Second, to access the + character you need to press the Shift key (in most standard keyboards, + is on the = button), what this means is that you need to press Ctrl+Alt+Shift+= to run the procedure. If you don't want to press the Shift key, then use "^%{=}"

Aside:

You may want to place these OnKey settings in Workbook_Activate and reset them in Workbook_Deactivate. This avoid running these procedures when the workbook is closed or it is not the active one. Please note how I fully qualified the procedure name to avoid a conflict with another procedure that may have the same name in a different open workbook.

Private Sub Workbook_Activate()
  '* Set OnKey shortcuts
  Application.OnKey Key:="^%{=}", Procedure:=ThisWorkbook.Name & "!Insert_Columns"
End Sub

Private Sub Workbook_Deactivate()
  '* Reset OnKey shortcuts
  Application.OnKey Key:="^%{=}", Procedure:=""
End Sub

A final thing to consider is using Application.InputBox rather than InputBox as the former gives you more control over what the user enters. Find docs here.

Sub Insert_Columns()

  Dim num As String
  
  '* Type:=1 -> Number
  num = Application.InputBox("How many columns do you want to insert?", Type:=1)
  
  '* Application.InputBox returns False if x or Cancel buttons are pressed
  If num Then
      If num > 0 Then ActiveCell.Offset(0, 1).Resize(1, num).EntireColumn.Insert
  End If

End Sub