Hi there and congratulations on your baby- to- be!
The nappy change is just used in the book as an example of what you might do with a newborn as "activity".
Newborns can only stay awake about 45min before needing another nap, and it often takes a good half an hour to feed them, so then you just have time to change the nappy before you need to start the winddown routine ready for nap- does that make sense?
Yes, you absolutely change the nappy when they need it, eg if the baby has done a poo you can't leave him/ her in that! But it's nice for them to go to sleep with a clean dry nappy, hence the use of it as an example of activity in the routine.
Hope that all makes sense!