how to change the sql server Database Collation.

You can change the collation of SQL Server with the help of instructions as mentioned in the link below but there is a caution that there is a caution that needs to be taken in consideration before changing the collation i.e. all databases are detached upon changing the collation of SQL Server and one has to re-attach them again as explained in this link below :
https://docs.microsoft.com/en-us/sql/relational-databases/collations/set-or-change-the-server-collation?view=sql-server-2017
 
Note: You should perform the task of SQL Server collation first in test environment so you should know the exact steps prior to performing the steps on your production environment because all databases will be taken down for sometime due to this change of collation on the server.