It is not about manually and grammatically.. it is about the device must be physically connected to the PC (or any host mController).
e.g. if the AT command is AT+NAME="New Name"/r/n , then you can put this in your program, or use a comm terminal to send it
to the bt device.. but in both cases the device MUST be connected by serial cable to your machine, this is what I am trying to say.
Also before connecting the device you need to pull-up some pins to VCC. this way you put the device in command mode, ready to edit the params.