The smallest available holes is .02 for a double sided boards and .014 for a multi layer. There is no single location to change the default via size. You can change via size per net by right clicking on a trace or rats nest line and selecting properties. On the nets tab you can set the via size (outer diameter of the via) and finished hole size (inner diameter).
If you want to change the default via size for all nets, start by selecting the entire layout. Left click and hold outside the board outline and drag a selection box around all objects to select the entire board. Next, right click on any object and select properties. Switch to the nets tab and set the values for via size and finished hole size. This will set via size for all nets that already exist on the board. Any new nets will revert to the system default.