What do you call a word whose meaning changes according to when or where it is said?

The more specific term is deixis (the phenomenon) and such words are deictic.

From Wikipedia:

In linguistics, deixis refers to words and phrases that cannot be fully understood without additional contextual information. Words are deictic if their semantic meaning is fixed but their denotational meaning varies depending on time and/or place. Words or phrases that require contextual information to convey any meaning – for example, English pronouns – are deictic....

This has been mentioned here before, and there have been discussions about problems in labelling say distal locative situations ("Is this Jill speaking?"). And John Lawler's answer to 'What part of speech does “here” have in “I am here”?' is priceless and worth repeating:

... you're not playing with a full deck, if you take your definitions of "part of speech" from English books. They're hopeless; pay no attention to them.

Here is a proximal deictic locative predicate in the sentence - I am here.

It does not modify the verb am.

It does not modify anything, in fact.

(Be) here is the Predicate in the sentence.

The logical form is - HERE (I)

The am is indeed an auxiliary verb, meaning, like the Spanish auxiliary estar, 'be located (at)'.

Executive Summary: Calling something an "adverb" is a confession of ignorance.

I would call them contextual.