MIDI will take on the tempo of an existing project into which you import it, and will follow any tempo changes made after the fact whether imported into an existing project or opened as a new project.
In CbB, you can modify the initial tempo by double-clicking the tempo shown in the Transport module of the Control Bar. Or you can modify or add tempo changes via Project > Insert Tempo Change or by opening Views > Tempo View, and clicking the + button, or clicking the button to open the list pane, and double-clicking a tempo in the list.
If the goal is to end up with a MIDI file that has the new tempo, simply Save As, and select a MIDI type in the Type dropdown.