Within the client config is this option
So I do believe it is possible to put in a link.
As far as a reset link.. the immediate answer is no..... but then, if you decide to implement with pre-login (which creates a VPN before a user even logs onto the computer) would allow a way to change the password. The computer would already be connected to the domain, and then the user can reset the password right on the login page of the Windows machine.
Just to expand on @SteveCantwell's answer a bit, if you have a self-service portal you can utilize the custom message to provide a link to that resource to allow folks to change their password prior to it being expired.
If you want to allow a user to change an expired password utilizing GlobalProtect without having to setup a pre-login, you can actually do this directly through GlobalProtect. You need to be utilizing RADIUS authentication and setup PEAP-MSCHAPv2 as your auth protocol, but if setup properly it'll allow a user to actually change their AD password. You can view information on how to set that up HERE
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