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:
FTP protocol has an extension that allows changing of password. This feature is not supported by most servers, neither by WinSCP.
Most webhosting providers have their own method for changing a password (typically via their web site).
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