If you've forgotten your password, you can just click on 'Forgotten your password?' on the login screen. You'll need to enter your email address and hit send to receive an email with a link in it (please note: this email may take some time to reach you and could appear in your spam / junk folder). Click on the link in the reset email when you receive it, and you'll be prompted to enter a new password. You can then use the new password to login to your Zalando account.
If you haven't forgotten your password but you simply wish to change it, you can do so in your account.