The Special Classes (Assassin, Zenmaster, Valkyrie) are independent of guild membership.

For Assassin, *anybody* carrying the Assassin's Dagger can walk into a Pawn Shoppe, whether he/she is a member of the Thieves Guild or not, and become an Assassin. Ditto for Zenmaster (Bushi Dojo) and Valkyrie (Temple): the character does not need to be a member of the guild at that place; Zenmaster needs to be carrying the four books, Valkyrie, female, needs to have used Geezer Ra's heart on the Black Fire.

Note that, once you've changed to your special class, you can join the guild if you like.

how can i change to assassin and valkrie? also zenmaster, bard, and ranger?

Only a female character may become a Valkyrie - she can qualify for this class change by placing the lich's heart in the black flame in Cet's Tomb and then returning to Brimloch Roon's temple.
To become a Zenmaster you must have collected the 4 tomes of elements (fire,water,etc.) and return to the dojo in Brimloch Roon.

To which guilds does your assassin belong? For Bard and Ranger - if they are not offered at your assassin's guilds, you might have to do a "false" class change - take a quest to change class which qualifies you to join different guilds, but then return and cancel that class change quest.

Wyv

Realised (I just woke up!) that I misread part of your question -
To become an assassin you need to accept the assassin quest from the Rattlings at the burnt out house west of Ishad N'ha!

To change to other classes - enter your temple/magicshop/etc - and enter the member's area only (lower left icon). Once you are in the member screen the upper left icon will show which character classes you character might choose.
Warriors can easily change class by level 7 even earlier if you're in a rush. Magic users should be allowed to develop to level 14 before changing class to allow them to learn the best spells.

Wyv

And what if i have already killed the rat leader and droped the dagger for a long time ? Is there any way to change to assassin again?

No. Sorry. And the dagger you found after killing him is not the assassin's dagger.