How I change my iCloud password

It will depend on whether you still know your AppleID password or not, see: About your Apple ID email addresses - Apple Support

Reset your Apple ID password

If you know your current Apple ID password and want to change it, follow these steps on your iPhone, iPad, iPod touch, or Mac. If you've forgotten your Apple ID password and need to reset it, follow these steps.* If you forgot your Apple ID password - Apple Support

You have asked a question to change Apple ID password that is always set with iCloud domain , the Apple ID address can be created with different web mail services like gmail , yahoo ....etc see the article https://support.apple.com/en-us/HT201355