Used to do this oldscool by replacing the image itself: theme/logo.png
Then learned that you can do it like Marnix described. So no longer oldscool, but via the Modeler.
Now there is an even better userinterface: the Webeditor, now known as ‘Studio’. If you edit your app in ‘Studio’ then at the left side menu, at the bottom click the paintbrush and it will show you a drag-and-drop interface for the logo.
In your own module, “read non-appstore” or system module you can start your own image collection, where you can add / remove images in png/jpg/svg format (svg is only available in recent mendix versions)
Which you can then use as a replacement in the layouts used by your pages. Which probably reside in the Atlas_UI module in appstore modules.