could you individually change each LED? If it's not possible how would you go about that?

Yes. I use WS2812b led

what I wanted to know is if you could change then individually, or integrate a config in the software. For example when I press on windows key I want certain keys to light a certain color or not light up

I can't reply to the second comment so I'll reply here:  Yes you can change individual leds (color, brightness) it just has to be programmed but you need leds ws2812 or sk6812.

In the video "mechanical keyboard 2" at the end, I press  Fn+R =red... Next, at Fn+ESC, the keyboard profile changes and the numbers 1-4 glow white according to the current profile

I love mechanical keyboard and always recommended Gateron oil king linear switches you should also use for gaming or typing https://mechswitcher.com/gateron-oil-king-linear-switches/

I'm not use a led but knob is good idea , what You think about this layout ? https://klawiatura.wordpress.com/ I hate altgr but in my language I have more chars than latin

This is my first keyboard design and the action ending on elecrow.com (5pcs pcb 10$) so I missed the knob. Layout is nice but i key caps for my language(Slovak) is hard find

what is Your language?