You can change the website URL associated with your Sumo Site. Just keep in mind that what you have set here does not affect the URL(s) that Sumo is installed on.
First, head over to sumo.com/sites. Find the Sumo Site you want to change the URL for in the list.
From the dropdown menu to the right of the Manage button, select Edit Site Details.
You can change the Site Name and/or Site URL here. Make sure to click the Save button after making any changes!