Changing your user password in a Windows Server typically involves going back to the lock screen, i.e. pressing CTRL+ALT+DEL.

For a remote desktop environment though it isn't possible to just press CTRL+ALT+DEL, as that will lock your physical computer.

A workaround is as follows:

1. Click the Start button and type OSK and press enter. This will open the On-Screen Keyboard.

2. Using your physical keyboard, hold down CTRL+ALT together.

3. Using your mouse, click DEL on the On-Screen Keyboard.

4. Click on Change a password.

5. Fill in your old password and enter your new password in twice.

6. Click the arrow to submit. You have now changed your password.