If you have not e-filed or mailed your tax return already you can change how you want to receive your refund, go to the "File" section and enter/review/update to make the change:
If you have already filed, once your return has been accepted (or mailed), it's too late to change to direct deposit. Now, if your recently e-filed return is in pending status, wait to see if it is either accepted or rejected.
Please see the directions in this thread by JotikaT2 to locate the file tab.