Start by unscrewing the three screws for the bulb cover on the exterior of the car.

Once the screws are removed you can just pull the cover off the car, exposing the bulbs:

Remove the bulb or bulbs you want to remove by rotating the bulb clockwise, then pulling the bulb towards you.

Insert the new bulb by lining up the bumps with the notches in the bulb housing. Be careful not to touch the bulb as the oils from your skin may cause it to burn out faster - use gloves or paper towels instead.

Then, rotate the bulb counter-clockwise to secure it.

Now all that's left is to reattach the cover, which is the reverse of the removal.