The current user can change her password under Settings > Password.
The password change option is only available for users of Local type user directories.
Changing passwords in LDAP or Active Directory services is not supported.
If enhanced password policy is enabled for the user directory this user belongs to then the new password must fulfil the password complexity requirements listed at the Local type user directories section.
As long as TLS is not configured for the Web Management Console, passwords are sent clear-text over the network. To set up TLS see 3.5. Configuring TLS.