To change the AdGuard Home password, one must use the htpasswd tool. First, open the Web terminal and run the command below. Note that the single quote around the password below is not part of the password. It is needed for the shell to execute the command correctly when your password has special characters.
htpasswd -nbB admin 'MyNewPassword'
admin:$2y$05$zsr9LdcnDQ3TCBLuyljJHer6XS03ute6GiuA8H7ZjvKuJikud/wk2

Copy the password part (after the 'admin:') and put it in /app/data/AdGuardHome.yaml (use the File Manager. It's a good idea to quote the password field. So, it will look like this:
users:
- name: admin
  password: "$2y$05$zsr9LdcnDQ3TCBLuyljJHer6XS03ute6GiuA8H7ZjvKuJikud/wk2"

The app must be restarted for the password change to take effect.