How to change the Z-Wave frequency

That is not allowed,
As you probably have read in different countries different frequencies are assigned as unlicensed industrial, scientific, and medical (ISM) band.

For Homey Bridge and older Homey’s it is Fixed, Only on Homey Pro (Early 2023) you can change it for testing from the Development Tools.
If you change it for testing you are warned:

Beside the liability, you probably are going to add more device and these all need to be from the same Z-Wave zone.

The shop should have send you the correct region devices.