To the best of my knowledge jamf connect doesn't work like that sorry.
C
Simple answer is No and changing the password through Jamf will likely be unsuccessful as your user probably has a Secure Token and can't be changed by a user without a secure token.
Best solution is to boot to Recovery and reset the password using the File Vault Recovery Key (which you hopefully have escrowed in Jamf.)
Also, probably a good time for some user education that Macs and Windows are different, especially when it comes to password synchronization. We strongly encourage our Mac users to always use Jamf Connect to change their password, even if they have a Windows computer as well.
To add on to what @Tribruin said which is totally correct.
If you have another account on the Mac with admin access you can delete the users account from the Mac and let them log in again to recreate the account. Though, if the user does not know their old local password, how did they log in to begin with to even attempt to sync with JAMF Connect.