Go to your Manager's Office for that team. In your lineup card you'll see a 'Pos' drop-down next to 'Order'. Click on the dropdown arrow. Now you'll see lists of positions next to each player's name. Positions marked with an asterisck (*) indicate the player's natural position. Positions marked with a caret (^) indicate the player played at least 1 game there that season.
Once you've made any position changes, verify that your lineup is correct and then click 'set lineups'. Keep in mind that you are setting your lineup card for either a left-handed pitcher or a right-handed pitcher - if you wanted to change a player's position against both, you'd need to click on 'Lineup v. LHP', 'Lineup v. LHP w/DH', 'Lineup v. RHP' or 'Lineup v. RHP w/DH' and repeat the process. Copying to opposite can be a quicker way to do this.
Also, using the recommendations will also set positions. When a team is initially created, all positions are set to these recs.