I think you might be confusing nozzle diameter and layer height. The numbers you have jotted down in the image are layer heights. With a 0.4mm nozzle, you can print at different layer heights.
If you really want to change the nozzle diameter, go to the "Printers" pane of the preferences and press "Machine Settings".
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DidierKlein 729
what printer do you have?
In cura 3.0 the nozzle size has been replaced by the line width setting, i believe you will find it in the quality setting group (click on the gear to see the other settings)
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