Your funnel link is the link of the first page on your funnel, so it is usually the link of the first page that you build how ever if you want to change it to a different page url, follow these steps:

On the left side menu click on Analytics.
Move the page that you want to make it a funnel url to the very top by clicking up icons next to each page.

Your funnel URL always show the first page url on the analytics page.
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