Can an atom be modified into a new atom?

That sort of modification would take high amounts of energies and would be highly improbable. Hydrogen (in its most common isotopic form) is one proton, and oxygen is six protons/six neutrons. Usually, the way you "modify" an atom into a new atom is by atomic decay, or proton acceleration into the nucleus of an atom. Changing the numbers of protons would ultimately change what the atom's electronic (and thus chemical) properties are.

The sun does this constantly. The fusion process is when two molecules of hydrogen come together and make helium. When stars explode into a supernova you get a LOT more energy and heavier atoms are formed.

Chemically not.

But physically in bombarding your atom by ions or atoms accelerated in a nuclear reactor . But this requires a lot of energy and is done in a nuclear plant

You can not do this in a usual chemistry lab