Steps:
Open SharePoint site
Site settings
Under Look and Feel section click on Design Manager
This page..you will see some links in the left side..
click on step “7. Publish and Apply Design”
Next click on “Assign master pages to your site based on device channel”
Now you get your popup to switch the master page.
In this popup you can change the master page..
Or
If you have Publishing feature turned on
Site Settings
under “Look and Feel” click on “Master Page”
here you can set the master page of your Site