On Windows you can change the PIN as followed:
Press Delete while holding the Ctr + Alt keys. The following screen will appear:
Click "Change a password..."
Click "Other Credentials"
Select the Smart Card or Token you want to change
Enter the old PIN, the New PIN, the New PIN Confirmation, and click the Right Arrow button. The PIN Change will be confirmed.
If you have the PIVKey middleware installed, you can also change the PIN using a Smart Card Management utility such as the VSEC utility.