With Windows 2012 or above, you have an option to configure RD Web Access for a remote user to change their password (current or an expired one). To enable the remote password change option, Go to the configured RD Web Access role. Open the IIS Manager console, navigate to servername –> Sites –> Default Web Site –> RDWeb –> Pages and open the section Application Settings. In the right pane, find PasswordChangeEnabled parameter and change its value to true.
Now, you can test by changing the password.