I think he might mean the actual screws in the trem cavity on the back of the guitar. The one with the 3 springs attached, yeah? for a
floyd rose?
in short, no. Don't adjust these when changing strings. Only adjust once you've changed all the strings (one by one if you want), and tuned each one to pitch.
If the bridge isn't sitting right, then adjust the screws and retune. Check the tech setup section of this site. There's plenty of articles there on this.
Wil..