How does DNA change to mRNA?
First up, DNA technically doesn't "change" into mRNA; it is transcribed into mRNA. In other words, an mRNA sequence is made based on the template from the DNA.
So basically, an enzyme called RNA polymerase binds to the DNA. Then, it unzips the strand, and creates a complementary base sequence of RNA nucleotides. This forms an mRNA strand.
This video by Crash Course provides an explanation of how this works, and what is done after that.
Hope it helps :)