Go into My Account, then Bank Accounts. Add your new bank account details and set it as the primary account. All following transactions will then be paid into the new account details.
If you are adding a new bank account and deleting an old one, make sure that you enable the new bank account for billing purposes to ensure you never miss a bill payment.
You can have multiple bank accounts saved at once; you can choose which one you like for receiving payment and which one you would like for billing.
Sole Traders are permitted to connect personal Bank Accounts.
Limited Companies must connect Bank Accounts under their Business Name.