Can I import the bitcoin in a new wallet with the private key and then change this private keys?
When you import private key in wallet you also import address which is related to that private key,so you just change wallet but address and private key remain the same.If you want to move your
BTC to new address you need to send them on transaction to new address,then with that address you will get new private key.
I do not know what exactly you want to achieve with "changing of private key",but if you care about privacy then you shoud know that Electrum will always give you new address for receive
BTC,and when you send it will use change address.
I recommend you read about how things work with Electrum :
http://docs.electrum.org/en/latest/