Normally the Ubuntu family Linux operating systems wont come up with or provide you opportunity to set the password for the root user for security reasons. but you can do the root privileged tasks

But if you are very particular about setting up the password for root user, then do the following

1. Go to the terminal and type sudo passwd
2. It will ask for the current user password
3. After entering the current user password, hit enter
4. Now you will be asked for the new password for root user. Type it and hit enter
5. Now you will be prompted to confirm the password. Type again and confirm it. That is all