[JRTJH]

No they don't "change out" anything. The wheel is cast as a single item. After it's cast, the manufacturer drills either 5 lug holes or 6 lug holes in the cast wheel. If they drill 5 lug holes, the wheel is rated to carry 2150 pounds. If they drill 6 lug holes the wheel is rated to carry 2830 pounds.

The difference in ratings is determined by the amount of support the lugs provide to the center of the wheel. With 5 lugs, there's more stress (at each lug position) on the center point/spokes so it can carry less weight at the outer rim where the tire sits. Conversely, with 6 lugs to support the weight, there is more capacity to spread the wheel stress over a greater area and therefore more capacity carried out to the tire surface.