You need to do that offline using whichever method is recommended for that particular network. Once it is retrained, you can copy the weight files to your microSD and edit the config file for your module to load that network by default.
For mobilenet + SSD Caffe model, you would usually use this module:
For the latter (Python version), you can just edit the Python code in JeVois inventor, add a new block like this one:
elif (model == 'MobileNetV2SSD'):
classnames = '/jevois/share/darknet/yolo/data/coco.names'
modelname = '/jevois/share/opencv-dnn/detection/ssd_mobilenet_v2_coco_2018_03_29.pb'
configname = '/jevois/share/opencv-dnn/detection/ssd_mobilenet_v2_coco_2018_03_29.pbtxt'
with the correct locations for the 3 files: List of class names, weight file, model file.