How do I change my PS1 command prompt in Bash?

You're right that there's no man page for the PS1 prompt setting in Bash, but the bash man page itself (type man bash) is incredibly long, and one section explains all the features and capabilities of the PS1 prompt variable. In that it notes, for example, that:

The value of this parameter is expanded (see PROMPTING below) and used as the primary prompt string. The default value is \s-\v\$

Going down to the section labeled PROMPTING, it explains all the different variables you can utilize to set or customize your own Bash prompt. It's incredibly long:

To see the current value of your prompt, just type echo $PS1 in the Bash shell. To change it, simply change the value of that variable. To make the change automatic each time you log in, add that to your ~/.profile and it's done.

Now you have enough information to learn what the \e and \0m mean too. The former is the ASCII escape character and is likely being used to start a sequence to put your prompt in bold or inverse video, and \0m is indeed the sequence required to do just that, it's the \000 format being used.

I hope that helps you fine-tune your Bash prompt as needed!