Neither SSH nor standard FTP protocol provide method for changing account password.

However with SSH protocol there are methods by which the server can enforce password change, in case the previous one expires. There are two possible methods, both are supported by WinSCP:

• Explicit password change request.
• Using keyboard-interactive authentication.

Note that password change via above methods has to be initiated by the server. You cannot request it explicitly yourself.

FTP protocol has an extension that allows changing of password. This feature is not supported by most servers, neither by WinSCP.

So actually unless WinSCP prompts you to change your password on its own (with SFTP/SCP only), you cannot change your password with WinSCP.

If you have a terminal access to your server, change your password in the terminal session.

If you do not have a terminal access, your server administrator (e.g. webhosting providers) will have another method for changing a password (typically via their web site).