I suppose you are talking about the admin login page.
All authentication and login page is handled by ID Providers.
The one (with the eagle background) that is shipped with Enonic XP and used by default by admin does not have a forgot password though.
We should, in the future, add this functionality to this default ID Provider.
For now if it is blocking, it is possible to replace it. But if you do so, you will have to use another user store than “system”.