MySQL Workbench 8.0.19
MySQL Server 8.0.19
Summary
Here is a single screenshot summary of the actions you need to take in 6 labelled steps to change the time zone via MySQL workbench:

Detailed Steps
A detailed list of steps follow below.
Step 1 & 2
Either click from the main navigation menu -> Server -> Options File:

Or from the left navigation Administration tab -> Options File:

Step 3, 4 & 5
Then under General tab scroll down to the International field set, then locate the default-time-zone field, set it to your preferred zone:

Step 6
Then click on the Apply button:

You will get a confirmation box, hit the Apply button.
Directly Edit Config File my.ini
An alternative would be to directly edit the my.ini file and set the property:
default_time_zone = +8:00
In Windows 10, you can find the file here:
C:\ProgramData\MySQL\MySQL Server 8.0\my.ini