How to make changes to the database schema?
Your database schema literally just means the structure of your database. It sounds like you're being instructed to manually make a change to this e.g. to add a column, which you could do in something like PHPmyadmin.

Normally a module's database schema is managed in its .install file. The initial schema is defined in hook_schema() and any changes are automated with hook_update_N(), but it sounds like you're being asked to make manual changes instead. Be careful!