According to KRS, you must be a resident of the Commonwealth of Kentucky for at least 6 months before being able to apply for a CCDW in Kentucky.
I'd cite KRS but I'm short on time here, running late for work. I'm sure that one of the other guys will have that closer at hand than I do. I'll check back later this evening and if it's not be posted, I'll look for it or if you get the chance just Google for "KRS+CCDW" and then read through them.
Off the cuff, I think might be KRS 237.110.