Where can I change the iCloud password? It is not possible on mobile

To change your iCloud password on an iPhone, you can do the following: 

1. Open Settings
2. Tap your name
3. Tap Sign-In & Security
4. Tap Change Password
5. Enter your current password or device passcode
6. Enter a new password and confirm it
7. Tap Change to confirm

Change your Apple Account password - Apple Support