You can't change colorscheme for a single window in vim (and probably in neovim too).
But if you speak about different colors of regular neovim windows and built-in terminals, you can play around g:terminal_color_0..15
.
Usually modern colorschemes use them to set terminal colors to match colorscheme, e.g.:
let g:terminal_color_0 = '#1c1c1c'
let g:terminal_color_1 = '#d75f5f'
let g:terminal_color_2 = '#5f875f'
let g:terminal_color_3 = '#af8700'
let g:terminal_color_4 = '#5f87af'
let g:terminal_color_5 = '#5f5f87'
let g:terminal_color_6 = '#5f8787'
let g:terminal_color_7 = '#6c6c6c'
let g:terminal_color_8 = '#444444'
let g:terminal_color_9 = '#d787af'
let g:terminal_color_10 = '#87af87'
let g:terminal_color_11 = '#d7af5f'
let g:terminal_color_12 = '#8fafd7'
let g:terminal_color_13 = '#8787af'
let g:terminal_color_14 = '#5fafaf'
let g:terminal_color_15 = '#ffffff'
I am not sure you will be able to change background though.
PS, for vim it would be:
let g:terminal_ansi_colors = ['#1c1c1c', '#d75f5f', '#5f875f', '#af8700',
\ '#5f87af', '#5f5f87', '#5f8787', '#6c6c6c', '#444444', '#d787af',
\ '#87af87', '#d7af5f', '#8fafd7', '#8787af', '#5fafaf', '#ffffff']