How Can I change the domain?

Yes, you can change form URL with your domain name but it does not support SSL (HTTPS). It is only possible with HTTP.

Guide: http://www.jotform.com/help/144-How-to-use-Custom-Domains-with-Jotform

Other alternative ways are;

1. To embed the form in your website. Here's how to get your form embed codes: http://www.jotform.com/help/67-Which-Form-Embed-Code-Should-I-Use

2. Or download the full source code of the form and upload it to your server. Guide: http://www.jotform.com/help/104-How-to-Download-a-Source-Code-of-your-Form