Step 1: When you create a new connection, for example as shown here in Connect To hadoop article, you will get to Preview Screen.
Step 2: On preview screen, select the column you want to change datatype and click on down arrow.
Step 3: Click on "Data Type Conversion" from the list in transformation section. You will be held with a number of options for data type conversion : String, Integer , Double etc
Step 4: Select the one which you want to change the column into . It will apply the operation on the whole column and will change its datatype.