If you are taking about changing the web server port, the NAE 35 & 45's you can't. It is hard coded into the device. Actually with enough hacking I'm sure you could, but I don't think it would be worth the time.
I believe on the NAE55's you can change the web server port, but I'm not 100% positive on that. Now if you're talking about changing the Bacnet port on the NAE and it is not connected to a site director, you go to the site, click on the advanced radio button and down near the bottom there is a box for setting up your BBMD and you can set your UDP port for the Bacnet router/BBMD in there.