Yes, you can change Jenkins port no. Sometimes it is required to change port no, so that other server can work on same port no. Follow the below given steps to change Jenkins port no in Windows.
Go to the directory where you installed Jenkins (by default, it's under Program Files/Jenkins)
Open the Jenkins.xml configuration file.
You can find --httpPort=8080 and replace the 8080 with the new port number.
Restart your Jenkins server.
$ jenkins.exe restart
Hope this will help.