Here is a short explanation of Azure AD premium feature Self-service Password Reset.
So there are such steps to use this feature:
1) You must have Azure AD Premium licence;
2) You must enable feature for the tenant;
3) User must register for self-service password reset;
At this point there is no way to centrally enable feature so that no user action is required. But it is possible to force users to register for self-service password reset at first logon.