I have created a .midi file and I have loaded into Bitwig. The tempo starts off at 120bpm and at a certain point I want to change it to 140bpm, but I cannot find how to do that.
Can I do this on Bitwig?
tl;dr Automate it from the Master channel
You could just go to your master channel, click the 3-lines/automation lanes button and click the big gray button and select Transport then Tempo. Then you just double click or pen in the points like any automation.
Alternatively you could right click the tempo at the top and click "Add Automation Lane", and then go to your master channel and click the three lines (hotdog?) for opening up the automation lanes, and click the ALL button in the lower left.
I don't have a Bitwig installation to test, but from the user manual, the tempo indication in the display section (the section with blue figures and indications) of the window header is "a control for the project's current tempo". Again, I have no way of testing this, but my understanding is that in your current play position (indicated in the same display section) you can click on the tempo indication and set it to the desired value, which will be applied to the current play position.
I gather this actually creates a tempo setting MIDI event at the current position, as I could not find any dedicated MIDI event inspection and/or editing.