How can I allow the user to change their own password?

VLF-WIN

Change the setting for Users can change their own password in the User Administration Settings tab in Framework details.

This option is only available if the option Users sign on locally to use the Framework has been selected.

VLF-ONE

Passwords are changed by your custom version of UF_OLOGON.

Refer to the shipped example's comments related to method ChangePassword.