It sounds like you wish to change the passphrase that your disk is encrypted to?
Are you using the Single Sign On (SSO) option where you enter the passphrase only once, and boot directly into your Windows User account? If so, from within Windows, use Ctrl-Alt-Delete to change the passphrase.
If you are using an eToken or Smartcard because your disk is encrypted to a public key, you need to change the PIN for the eToken or Smartcard.
If the disk is encrypted directly to a passphrase instead of a Key and the above SSO is not used, launch PGP Desktop, click on the PGP Disk control module on the left, and then click on the User on the lower part of the right side, and then select Change Passphrase.