1. Navigate to your database whose password you want to change.
2. Click on Server Name. Because you have to change the password of your server on which the database is running. Look at the below image for reference:
3. Click Reset Password
4. Specify a new admin password for your Azure SQL server.
5. Follow the password policy of Azure SQL. You have to follow all the rules, only then your password will be accepted. The rules are shown below in the image: