How do you change the camera focal length in Blender 2.8?

You can change the lens settings on the properties window. Select the camera, look for the camera options and in the lens section you can set the focal length.

Or you can also set it visually by clicking on the camera and dragging while holding the control key.

I just realized that I can change the focal length first in Eevee then switch back to cycles. Not sure if there's an option to do this when in Cycles.