As far as I know Kleopatra refers to a special gpg keyfolder.
It retrieves the pubring.pgp and secring.gpg from a folder e.g.
and displays them.
But how does Kleopatra know from which folder it should show the keys?
How can I change the folder inside Kleopatra?
GnuPG stores / handles the keys, Kleo is just a frontend for this.
The folder that gunpg stores the keyrings in is called GNUPGHOME.
For more details how to change this try to search something like “Changing GNUPGHOME on Windows”. This returns for example: http://blog.stefan-macke.com/2011/11/30/changing-the-path-to-the-key-files-in-gnupg-for-windows/
But this is usually not something you want to mess with. May I ask what your use case is for changing the directory?