On my Verizon S3 (I535) on android version 4.4.2, this is how to get the soft keys (usually the "menu" and the "back" key) to vibrate.
Go to "Settings" - "Sound". Then under the "Feedback" section, make the "Haptic feedback" option to be checked. This will set the vibrate to be ON for those soft keys. Then if you want the adjust the level of the vibration for those keys, stay in "Sound" and select the option for "Vibration intensity". Then just move the slider bar for how much vibration you want for the "Haptic feedback".
Hope this helps. Good luck!