Same as a directory or other file. I'm using Total Commander. Select the file , go to Files -> Change Attributes and make changes.
Change permissions as in is it on linux or windows? Linux command line you can use chmod... Like: chmod 755 myphpfile.php Windows you can actually browse to the file and change permissions by right clicking on it... Most FTP apps if you are FTPing the file somewhere will allow you to do this from a menu when you right click the file.