How do I change my email password in Mail?

This is probably a stupid question but here goes... I have an Outlook email address and I changed my password on the msn website but I can't figure out how to change it in the Mail app on my Macbook Pro. In the Mail app on my iPhone and iPad, a box popped up right away that told me to enter my new password but the same did not happen on my Macbook. Thus I am unable to send and receive email from my Macbook. Thanks for your help.