The username and password for your default SFTP account are the same as your cPanel username and password. If you change your password, your main SFTP password will also change.
Additional FTP accounts are completely independent of this username/password and can be changed through the "FTP Accounts" area of cPanel.
Notes: Any additional FTP accounts you create are limited to using FTP-SSL. SFTP is only available for your main account. All user-created accounts end with @examaple.com (replace with your own domain name).