How do I change focal distance in iPhone SE When I try to take a photo through  window screen, the plane of focus is the window screen rather than the things outside.  

Is there any way to forcibly change the focal distance when every part of the field of view is covered by the window screen?  

I want a close-up shot, of the thing outside, so stepping back from the window screen is not ideal.

I am using an iPhone SE. On an "old" style camera, I would adjust the lense to change the focal distance.
Maybe I'm misunderstanding your question, but you can force the iPhone camera to focus on a particular item/person by tapping where it's located on the screen.

In your case you may also want to lock the focus and exposure. You can do this by tapping and holding on the screen for about two seconds. When you do this you'll see a number of contracting rectangles around your finger and you're then free to move the camera a little while keeping it locked on a particular scene without losing focus. You'll know it's worked as AE/AF LOCK will appear on screen.  To undo this, just tap anywhere on the screen.

You can also zoom in to what you're wanting to capture by pinching two fingers on the screen. This will reveal a line with a positive sign (+) at one end and a negative sign (-) at the other. You can then drag along this line to zoom in/out as required.

[UPDATE]

I'm no photography expert, but since you've clarified you're talking about focal distance, then the iPhone SE by default isn't going to really achieve what you're looking for on its own. After all, it's not a dedicated camera per se.

Instead you might want to consider purchasing one of the many add-on telephoto lenses for iPhone. Apple does offer the olloclip 4-IN-1 Lens which is compatible with iPhone SE models, so it may be worth checking out whether that would meet your needs.

If not, you may find others that meet your needs, such as from the highly regarded likes of Moment and Ztylus.

Another possible option would be to research 3rd party camera apps. Some of these are very highly rated and can achieve awesome enhancements over the default iOS camera app, although I can't personally recommend one in terms of focal distance.