Method to change elements inside struct in C++?

A struct works like a class, the only difference is that all inside the struct is public by default.

So you can (and in this case you have to) declare setName inside the struct

Something like:

void SetName(CPerson& p, const char* szName) {
    p.name = szName;
}

Be careful though, szName argument may be pointing to an array whose lifetime may end before the lifetime of CPerson::name ends. That makes CPerson::name an invalid pointer.

you need to make it a member function

#include <iostream>
using namespace std;
struct CPerson {
    const char* name = "Ivan";
    const char* gender = "Male";


   void SetName(const char* szName) {
    //what to write here?
    name = szname;
}
};

that code is still wrong as its just juggling pointers. You should use std::string to store strings. But at least the code will compile;

I would like to implement a method that changes the values of the fields.

I wouldn't be so certain you should do that.

You see, the fields of a struct are, by default, publicly-accessible - which means anyone can change them, method or no method. Why bother writing such a method? Isn't it redundant?

If you had a class instead of a struct, or if you had set your field access to protected or private, then it makes sense to have a method for setting field value, e.g.:

#include <string>
#include <string_view>

struct Person {
protected:
    std::string name = "Ivan";
    std::string gender = "Male";

public:
   void changeName(std::string_view new_name) {
       name = new_name;
   }
};

(string_view is new in C++17; before that, you could use const std::string&).

But even then it's not always a good idea to have that. Also, in this struct of yours, there's a default name and gender, without a good reason. Instead of both these things, you might make the struct immutable:

#include <string>

struct Person {
    const std::string name;
    const std::string gender;
};

which, for many applications, makes sense (e.g. if you get this from some database, rather than tracking a person's name and gender throughout their lives).