In Persona 5 Royal, you will be able to change the way you and your party members look inside Momentos and Palaces. To find out how to do so, you need to take the following steps:
1. To begin, you need to play through the introduction of the game up until when you can explore your room at 4/12.
2. Now that you can explore your room, examine the big box. If you have previously downloaded any DLC costumes for Persona 5 Royal, then you will find them in this box.
3. Now that you have your outfits, you can then open the menu by pressing the triangle button on your controller.
4. After getting to the menu, select Equip.
5. In the Equip menu, select a character on the left side and then Outfit on the right side.
6. In the Outfit menu, you can press the X button on your controller to change your clothes. You can also press the R1 and L1 buttons to quickly switch to another character in your team.
The changes you made will be shown when you are exploring and fighting inside Momentos or one of the story-based Palace dungeons.