On a BSD or Linux system?
SSH into it and use passwd(1), and done. The same command that has worked for decades.

On that Windows system over remote-desktop?
Some instructions will tell you to use control+alt+delete to get to the password-change screen. But that gets intercepted locally. So can't use that.
Other instructions will tell you to use the Accessibility settings to launch an on-screen keyboard with which you can enter the control-alt-delete to get to the password-change screen. But that doesn't seem to work when I just tested it.
As a third option, you can launch PowerShell, type

(New-Object -COM Shell.Application).WindowsSecurity()

and hit Enter. And that works reliably for me.

I'm glad Windows is such a consistent and user-friendly OS. 🙄