Normal users can change their own passwords if they have the Change Own Password permission. See Setting Up Roles.
If you are the administrator (admin), the PXE web interface automatically prompts you to change the password if this is your first time to log in to the PXE. If you have the Administrator Privileges, you can change other users' passwords, as well. See Modifying a User Profile.
Tip: If you have the Administrator Privileges, you can change other users' passwords. See Modifying a User Profile.