It depends.
If you have not filed your return yet, you can make this change in the File section of the program.
Changing Direct Deposit information
Entering bank direct deposit information
If you have already filed your return and it has been accepted, you cannot make any changes to your return as it has already been transmitted to the IRS. If your bank account is no longer there, the deposit will be rejected and your refund will be mailed on a paper check to the address on the tax return filed.
Federal refund questions