Normally you would press “Ctrl – Alt – Delete” to pull up the Windows Security Prompt and choose “Change Password”. But in a RDP Session (Remote Desktop Connection) the “Ctrl – Alt – Delete” only works on the local machine and not the Remote Desktop, so instead you will have to use one of the options listed below to bring up the same Windows Security Prompt.
In almost all cases, a “Ctrl – Alt – End” will send a “Ctrl – Alt – Delete” to the remote host, bringing up the Windows Security Prompt, and from there you would press the “Change Password” button.
If the “Ctrl – Alt – End” does not work, or is not available, you can alternatively go to Start > Windows Security. On the Windows Security box, press the “Change Password” button.
* In order for either one of these options to work, you need to be connected to a RDP Session (Remote Desktop Connection)