Whey concentrate is going to be slightly higher in calories than whey isolate because it has a higher fat and carbohydrate content, but the difference is going to be very small. At the same time too, whey concentrate contains less protein per weight. This almost balances out since all three contain calories. I wouldn't make your decision on whey concentrate vs. isolate simply by the calorie content of them. The difference in total calories in a normal serving of whey concentrate vs. isolate may only be about 10.
You may want to choose isolate vs. concentrate if you are looking for a faster digesting protein source, or if you are trying to limit lactose consumption.