What are the steps people should do, in your opinion, that help you influence totalitarian government?

I wonder how western people influence their governments to stop buying russian gas and make russian oligarchs even richer. Though, I agree that thrre are inevitable risks in life, I still think it’s a very ignorant thing to say, that people, who live under the dictatorship should just go and change how things are. I hope you’ll never experience living in a country where people are killed for opinions and prisoned for likes and reposts on the internet.