This can be done by going to your Control Panel -> MySQL Databases -> phpMyAdmin, afterward follow the instructions below:
1. Select the database you wish to manage from the drop-down menu on the left
2. Click on the Operations tab in the top menu of your phpMyAdmin
3. At the bottom of the page you will see the collation option, you can now select a collation from the drop down menu and click on the Go button.
Please note that after your change the collation of a database only the new tables will be created with the new collation. All other tables remain with the collation, they were initially created.