To change the currency, you need a Stripe account connected to your site. More info here: http://help.thinkific.com/support/solutions/articles/216805-integrate-your-stripe-account
How do I add rupees in thinkific if I have a PayPal account?
At this time, currency changes can only be done via the Stripe integration (which will also change for PayPal) so you will need to connect Stripe. The good news for India is that there is currently a private invite beta starting so you will want to look into that here - Stripe In India Private Beta