Macs often a local account to log on to their computers, even in a business environment (which may come as a chock to Windows admins). Changing the local password is just System Preferences → Users & Groups → Change password. This also works nicely if the Macs authenticate to a network server (or tends to). But to change the password of one's network account when the computer is not tied to a domain or an LDAP server, things get a little different.
As a user, go to the web page of your server (more specifically, the Mac server, running Open Directory -- hereafter just called The Server). If the sysadmin has done the job well, there should be fairly generic page coming up with links to a My Documents, All Activity, Wikis and People ... and at the bottom of the page, a link to Change Password. Click it. Authenticate, if needed, and change your password. Easy, if not altogether obvious.
Now if you are the sysadmin, things are yet more complicated. First, your server should have an SSL certificate. You should probably enable the Wikis service from the Server.app, if for no other reason that It Works On My Computer (we did that for the sole purpose of having a shared team calendar!). Now enable the Websites service. Double-click the bit that says Server Website (SSL) and check ☑ Allow users to change their password. Yeah, i admit it is well hidden. And now, users can change their network password! Woo-hoo!
