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