How can users change their own passwords in Strategy Desktop 9.x?
Users can change their own passwords in Strategy Desktop 9.x provided they have been granted the ability of changing their passwords through the following screenshot by uncheking "Users cannot change password" checkbox in the User editor.

Now users can connect to Strategy Desktop 9.x and go to Tools (menu on top) -> Change Password option and in the pop up window provide the old password, new password, confirm the new password and press OK as shown in the following screenshot.

Note:
Currently in Strategy there is no functionality for the users to receive the new passwords in their email account. However this enhancement request has been logged with Technology and is under the evaluation. Please contact Strategy Technical Support for an update on this request.