Make device based on CH340G working as keyboard
No, it's not possible. The device enumerates as a USB serial device, and the only way to change that is to change the internal silicon of the device. 

The closest you could do is (though I have no clue how on Windows) write (or if you are lucky, find) a program that reads serial data through the COM port and somehow injects keyboard commands into the input subsystem of the operating system.