If a user needs to change gyms, either because they are moving to a new gym or they registered for the wrong gym, they can update their own profile. Coaches/owners can only edit users who are already in their gym.
After logging in, go to the users profile, then click Edit Account. On the first tab there is a "Gym" setting.
Typically the user will also want to change what Programs they are following. This can be done via the "Following" tab of the Edit Account screen; or you can click "Find Programs" in the left side navigation menu anytime.