RFM95 LoRa module frequency options
The RF networks of the RFM95 board are ideally configured for the general range of frequencies, but the difference between your 865.7 MHz and the 868 MHz tuning of a European (vs US) version of the board is likely smaller than the error with which the RF networks can be tuned to begin with, so that is unlikely to be a problem unless there is some hard lockout of your desired frequency in the SX1272 chip.  I've even heard claims that some people have managed to at least somehwat use US vs European tuned versions on the opposite bands, which is far more drastic than what you are trying to accomplish.

So assuming there is no hard lockout of your desired frequencies in the hardware, basically what you will need to do is to change the frequency list in the source of the software you are using to operate the module.

Basically you would edit src/lmic/lorabase.h and make a modified version of the EU configuration.  Ideally you'd add that as an additional option and select it, but for an initial test you could just edit the European version to fit your needs.

Do keep in mind the code will probably want to use multiple frequencies - if you have a gateway that receives only on a single frequency, you'll need to modify the code to always use that, after determining if doing so fits with usage-rate rules in your jurisdiction.

It's probably worth doing some online research to see if anyone has already put thoughts into operating LoRa in India - if so, there may already be a modified branch of the LMiC code you can use.