You can manage this within System Preferences > Mission Control
I believe the default shortcut is CTRL + Up Arrow.
You can change the shortcut to be custom if you like, or you can assign Mission Control to a Hot Corner as well. This means if your mouse cursor moves to a specific corner of the screen it will also activate the selected command.
Sadly, there is no way to manually select each individual application window using a keyboard shortcut (like ALT + TAB in windows).
This question has been asked before on thisthe stack exchange forum and other community members have been suggesting some third party software you can try.