If it's the phone lockscreen PIN, you should be able to either search for LOCK SCREEN in your phone's Settings or going into Settings/Lock screen and AOD. There you will see the 'Screen lock and biometrics' options.
If it's the SIM card PIN, go to the Security and Privacy section of your settings, go to the More security settings area, and adjust the SIM card security options you're presented with. Bear in mind that some carrier-branded phones have this PIN code set by the carrier and can only be changed by calling them.