Let us assume I have YYYY login in sql server 2008 r2. The password for the login expires in another 3 days. Is there a way that user can change their password before expiration?
Yes, with the ALTER LOGIN command. http://technet.microsoft.com/en-us/library/ms189828%28v=sql.100%29.aspx. If it's a Windows domain login then they shouldn't need to worry about changing the password in both places because the SQL Server login accepts the credentials of a Windows login.