The answer depends on which type of form controls you've put into the form.
If you've used the legacy form fields, the requirement is that the form must be protected "for filling forms" in the Restrict Editing pane, and the protection must be turned on.
Then you can tab from one field to the next, and nothing outside of the fields can be selected or edited. When you tab into a dropdown form field, you can open the list without the mouse by pressing Alt+down arrow.
If you've used content controls, then you don't need any protection from the Restrict Editing pane. (You can prevent editing of anything outside of the controls by selecting everything and clicking Developer > Group > Group.) You can tab from one control to the next, with the exception that pressing the Tab key in a rich text content control just inserts a tab character. A dropdown content control can be opened with Alt+down arrow, like a legacy form dropdown.
If you've used ActiveX controls, that's usually a bad choice; I recommend replacing them with one of the other two types.