Up to now 0ad doesn't offer the ability for users to change their passwords for the multiplayer lobby. However, that'd be a great feature to have and has in fact been already a feature request for several years (https://trac.wildfiregames.com/ticket/2543).
I had a quick look and believe this should be pretty straight forward to implement, as the server-side as well as the XMPP library used by 0ad already support that. So all left to implement it is to add some glue code to 0ad and build the UI for it.
If you're interested in helping out and implementing this feature or have any questions, please reply to this post or send me a PM.