Tibor,
If you want to change the url you need to download the package, which is the second option. You will then receive a zip file. In the zip file you will find a index.html. This should contain the url in the initialize section:
mxapp.initialize("https://pushnotfications-test.mendixcloud.com");
Alter that url and then re zip the package.
Then go to phonegap build website and sign in using your mendix id. Upload the zip file to your project and then select rebuild.
My tutorial on here might give you some help on the phonegap build: https://github.com/mendix/MxPushNotifications#creating-phonegap-app
You can skip the part about changing the config.xml
Regards
Simon