This is done in the router, or more precisely the wireless part of the router. Just where depends upon the particular device. Look at the manual for your router. You need to know the password for the admin interface of the router. You then use your browser to go to the url for the router. It will start as 192.168.xxx.xxx. , aform of address for local resources. The baseplate of the device will usually give the IP of the device.
Within the admin pages navigate to 'Wireless' or whtever it is called and look out for apage wher the "SSID' is set. SSID means the station set identifier. Keeping the other things as they are change the SSID and then ensure the modification is saved. Remember to set the passphrase of the new SSID on the client (Computer)