It's not possible to change the sounds when you press the keys. The sounds are defined in the DLL file that is created automatically when you launch it and each individual keyboard has its own sound generated automatically because this is the way it has been developed.
I've tried to edit the file or at least to find something with but failed. Only the developer has the power to edit the application and the sounds.
Official website: https://www.grc.com/freeware/clickey.htm
Note: You will find on the page ways to customize the software as well.