I don't know how you want to change the texture (image/colors?), so I'll just explain everything. Might be helpful to others as well.
The texture is in the Character Select Screen file, "MnSlChr.0sd", located at offset 0x33CE40. (Or "MnSlChr.1sd" if you're using the Tri-CSPs variant.)
However, the texture is only black & white; its colors are hard-coded within an animation. In 20XX HP, there's a table of colors (at 0x3a3c90 to 0x3a45e0 in MnSlChr) which override the original colors. One could modify this table directly, but DTW has a very handy feature to automatically generate colors and update the table, by way of the 'Generate CSP Trim Colors' feature. The feature can be used in one of two ways:
1) Manually, by right-clicking on an alternate costume file on the Disc File Tree tab:
This will analyze the costume file's textures, and decide on colors for the base color (the most prominent color in the file, ignoring certain kinds of textures) and the accent color (another color based on the costume's textures, but also a high saturation yet contrasting color from the base color). You can then review the colors the feature chose, and select from a few alternate accent colors.
And 2) Autonomous mode: by checking 'Auto-Generate CSP Trim Colors' in the settings menu, this process will be done automatically whenever you import an alt costume file, except that it will not prompt you to confirm an accent color. So you could do this for bulk imports, and then use the manual method above for tweaks if you see any colors in-game that you'd like to adjust.