For Android Phone:
Go to "Me" page, click the three dots button on upper right and select "Data & Settings".
Go to "Profile", and you will find the "Step Length" below "Height"
For iPhone 4, 4s, 5 and 5c:
Go to "Me" page, scroll down and find "Settings"
You will find the "Step Length" under your personal profile
For iPhone 5s and above:
These devices have build-in motion coprocessor, the coprocessor will measure your step length and adjust automatically. Therefore, manual setting function for step length is not available on these devices.