Look into "intune password self reset" capability, google it, there is few documents how to implement this.
Intune password change
Hi, I want to use Microsoft Intune as an analogue of Active Directory and an important factor is whether can users change their passwords from the lock screen or not.
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Pavel yannara Mirochnitchenko 12,486 Reputation points MVP
2022-10-31T07:59:01.203+00:00 -
Jason Sandys 31,286 Reputation points Microsoft Employee
2022-10-31T15:25:27.993+00:00 This is not possible as Intune has nothing to do with user accounts; Intune is a device management system/service is not a directory and is not analogous to AD.
If you want to enable user self-password reset, then you need to implement something like Azure AD Self Service Password reset: https://learn.microsoft.com/en-us/azure/active-directory/authentication/howto-sspr-windows
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Limitless Technology 44,206 Reputation points
2022-11-01T13:28:47.24+00:00 It is possible for users to change their own passwords through intune, but there are configuration considerations to take into account.
Password reset isn’t currently supported from a Remote Desktop or from Hyper-V enhanced sessions.
Some third party credential providers are known to cause problems with this feature.
Disabling UAC via modification of EnableLUA registry key is known to cause issues.
This feature doesn’t work for networks with 802.1x network authentication deployed--------------------------------------------------------------------------------------------------------------------------------------
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