First you will need to have them click the Cog icon in the top-right.
Then, click the Settings tab icon:
They can then click the Pen icon next to the password box:
From the next screen, they'll need to enter their current password as a security check and then click "Confirm"
When they click Confirm, assuming their Existing password was entered correctly, they'll be able to then fill out their new password:
If you have any further queries or issues, please do let us know.