You can update the primary email address for your Microsoft account by accessing the Profile page through a web browser. While it's possible to add additional email addresses in Windows, the main account alias can only be changed via the Microsoft Account page.
Steps

Visit https://account.microsoft.com/profile/ using a web browser. If prompted, enter your email address and password, then click Sign in.

Click on Manage how you sign in to your account. This option is located to the right of your profile picture.

Click on Add Email (Add Email). This button is located below the "Account" section.

Choose between a new Microsoft alias or an existing one.

Enter the email address. To create a new email address, input the email name and select an email service from the dropdown menu. If using an existing email address, just enter the full address into the text field.

Click on Add Alias (Add Alias). You will return to the profile page with the newly added alias listed in your email addresses.

Click on Make Primary (Make Primary). This option will appear next to each of your aliases (except the current primary alias). The address you choose will be displayed next to your profile picture when you sign in.
Tips
- You can change your primary alias up to twice a week.
- You can add a maximum of 10 aliases each year.
