To change the active customer from the POS transaction screen, press F6 or use the blue Chg Customer button at the bottom of the screen.
This will bring you to the Customer window, where you can select your new active customer.
You can use the options at the top of the screen to sort your customer list and make it easier to find a specific name.
Pressing F1-F7 will sort the list according to the value listed. You can also input keywords (name, location, etc) to refine your search using the Input Keywords field. Be sure to press after making new selections.