Change RDC password with CTRL + ALT + END
When logged into Remote Desktop Connection in RDP, on the keyboard hold down the following keys to bring up a screen that allows you to change the password.
“CTRL” + “ALT” + “End”
If you have trouble finding the “End” key, it is usually found to the right of the “Enter” key or around the "F10 key" as it is on mine and you may also need to press "FN key" on a smaller laptop like mine.
In Windows 10, 7, 8, 2008, 2012, 2016, and Vista, you can simply select “Start” and type “change password” to access the option.