When creating a new user:
You can follow the directions here. Then you should also make the user a "superuser".
# after user.password = 'set_the_password'
>>> user.superuser = True
...
If you already created the user you can change it this way:
$ python
>>> import airflow
>>> from airflow import models, settings
>>> from airflow.contrib.auth.backends.password_auth import PasswordUser
>>> session = settings.Session()
>>> user = session.query(models.User).filter(models.User.username == {{ username you previously created }}).first()
>>> user.superuser = True
>>> session.add(user)
>>> session.commit()
>>> session.close()
>>> exit()