Case-sensitive disk to a case-insensitive

Is this the startup drive? If so, you would need to boot into Recovery in order to erase that. You can't erase what it is booted into.

If not, you might need to Show All Devices from the View button in the Toolbar in Disk Utility.

You can then select the device and erase that.

If the drive was formatted for Windows, which most are, you need to erase the whole device, not just the volume on the drive in order to change the format.

If by change you mean erase and re-format, you can do that in Disk Utility.

If you actually mean keep everything on the drive but change it to case-insensitive, you can't do that.

In that case, you'd need to back it up, erase it, then try to restore to it. You may run into problems where the file names clash. I don't know of any backup program will handle that.