We need to see a photograph of the back of the neck. Is this a round-neck guitar or a square-neck guitar?
A "square-neck" lap steel guitar has a neck that is so thick that it is only useful for sitting on the lap and playing with a slide held in the hand above the strings.
A "round-neck" guitar has a much thinner neck that has a rounded shape that can accommodate the shape of the hand -- the fingers of the hand can wrap around the neck.
Wikipedia article explaining the difference between square-neck and round-neck and their different playing styles.
As others have pointed out, if you have a square-neck guitar, there is no practical way to modify it to make it into a round-neck guitar. You should sell your guitar and buy a round-neck guitar instead.
Furthermore, since your guitar has been constructed to use steel strings, there is no point in putting classical nylon strings on it. It would not sound good. Nylon-string classical guitars are built very differently on the inside (in the bracing under the top) than steel-string guitars, and trying to change to a different kind of string would be counterproductive and would not achieve good results.
Therefore, your best choice would be to sell your guitar and purchase a real classical guitar instead.