Unless you have hair surgery to change the hair follicle shape there's no way for you to actually change the hair follicle shape.
But your hair follicle shape can change as you grow older such as if you're a toddler and have curly hair then the curly hair can change from curly when you're a toddler to straight as you get into your childhood or teen years.
My nephews hair used to be curly when he was 2 and 3 years old and stayed that way until he reached 8 years old and then after 8 years old his hair started changing from curly to straight.
And after he got to 18 his hair was no longer curly at all and it's due to the hair follicle changing shape as he got older.
So yes your hair can change from curly to straight because the hair follicles can change but there's no way to change the hair follicles shape yourself.