System Settings → Workspace → Shortcuts
Scroll through the list on the left under “System Services” until you find “KWin”. Click on that, and then scroll down in the list on the right until you see… 
- Switch one desktop to the left
- Switch one desktop to the right
… and a little farther down…
- Switch to next desktop
- Switch to previous desktop
When you click one of those items, you will see a button appear, labeled + Add Custom Shortcut. Click that, and then you can add a shortcut by actually pressing the keys you intend to use for that function.