There are two places you can do this;
1) from Signage CMS
2) on the screen itself
From Signage CMS, go to Screen page, choose the screen you want to change orientations. Click on Screen Settings icon and click on change under Screen Orientation. Choose the Orientation you want and click Save.
On the screen, open ScreenCloud menu and click on the orientation you want. Click outside the menu to close and the player will refresh to the orientation chosen.
If you don't see the options or the options are not selectable that means your device doesn't support this feature.