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Dear JACUSTOMER- The first step is to file a motion for a change of custody with the court that issued the custody order. The child cannot make the final decision since the court determines custody based on the best interests of the child but a 12 year old's wishes will generally be taken into consideration.
I'm not certain from your facts where the divorce action took place but you will most likely have to have the case transferred to AZ in order to have jurisdiction. Obviously if you are successful then child support would be transferred to the mother based on the guidelines set by the court. In any event, you will probably need to consult with a lawyer due to the different jurisdictions involved.
You can't get any information from the AZ courts since they cannot provide legal advice except to tell you if they would have forms available for the public. You don't have to have a lawyer but doing this from MN might be a bit difficult unless the mother is truly on board with everything. If she is you can file an agreed entry with the court for a change of custody. You would also have to have your child support terminated and also deal with possible support from the mother.
The attorney, if any would have to be in AZ since a MN attorney could not handle the case. If the parties agree then this is a relatively inexpensive process, even with an attorney.