In order to change the password for your main FTP account, you have to change the password for the cPanel itself, as both use the same login details. You have to go to:

Customers' Area --> My Account --> Manage (next to the hosting account you want to change the FTP password for)

If you want to change the password for a secondary FTP account, go to the:

cPanel --> FTP Manager -->  FTP Accounts --> Password