I am a 5 foot 10 inches 14 year old boy who would like to get into riding a BMX. So if I was to buy a BMX with a certain size wheels, can you swap them for bigger wheels
If you are 5 foot 10 then you will be fine on a full size 20" wheel BMX. Each model size will be built for the specific wheel size, things like tire clearance and brake positioning will normally mean you can't increase the wheel size.
You might like to research how top tube length and bar rise affect the handling of a BMX for jumps and tricks. There is a question on BMX sizing here BMX Bike Sizing and Changing Parts? and probably lots more on the site to read through
One of the hardest things to change on a bike is the wheel diameter. You can't go larger because the wheel will hit the frame, and you usually can't go smaller because the brakes won't work, or the pedals will hit the ground.
Tire width can be changed to a degree. Going smaller is not too difficult (though a narrower rim might be needed at some point), but going larger is limited by frame clearance, and most BMX-class bikes are shipped with tires that are close to the widest the frame will handle.