When you have chosen to connect your Gateway to a specific WiFi network (SSID), it's not possible to connect to a different network, as long as the current WiFi is visible for the Gateway.
If you wish to connect to a different WiFi network, simply follow these 4 steps:
1: Turn off the WiFi, that the Gateway is connected to. (For example the router or modem with WiFi connection.), or go somewhere, where the current WiFi isn't reachable and therefore not visible to the Gateway
2: Make sure that the Gateway is not connected to the internet (For example by LAN or dongle)
3: Make sure that the WiFi you wish to connect to is visible to the Gateway
4: Restart the Gateway and run the setup as described in the manual
You can find the manual in the download section.