Changing Windows Account password using Outlook
1) Call the helpdesk - the most likely scenario if you are not in a hosted environment
2) Use the control panel - most Hosted Exchange providers provide a function on a user's control panel enabling the user to change their password, using the functionality in item (3). Most large companies will implement a similar capability for their users. Small companies will likely need to implement item (3) directly or their helpdesk will do it (as in item 1).
3) Enable IISADMPWD - use KB 555071 to enable the use of a web page to allow changing the password of an active directory user.