The temperature units on a logger's display are set during configuration with LogTag Analyzer. It can be changed as many times as you need, however, it can only be changed at the time you configure the logger. It is not possible to change the units during or after recording without losing the data just recorded.

USB Loggers (USRIC-16, UTRID-16, UTRED30-16 ETC...)
The temperature units are set in the File Settings tab during configuration:

Here, you don't only set the temperature units for the PDF, but also for the display, if the logger has one. Temperature units for the display and the PDF cannot be different.

Non-USB Loggers with display (TRED30-16R, TRID-30-7 etc...)
For loggers with a display, but without USB and PDF generation, the temperature units are set in the Alarm Settings tab during configuration: 

Note: This does not change the temperature unit used on the PC's screen for reports and charts.

See here how to change the temperature unit for that.