If you want to change your own user's password on the Terminal Server, follow the steps below:

1. Login to the Terminal Server with your old password.

2. Once you were logged in to the terminal, click on the key board on "Ctrl"+"Alt"+"End":

3. Click on "Change Password":

4. You will be asked to enter your old password and the new one (2 times):

5. Try to login with your new password.