== == You can replace the bulb while the headlamp assembly is still installed, but it can be awkward to do by feel. Still, leaving the headlamp attached means the job can be completed much faster. (The first one will take you a while to find all the pieces by feel, but the second one will go much faster.)
If you do want to remove the headlamp for a better view:
There are 3 screws/bolts to remove, two on the top of the light fixture and a third on the outside, but it is hidden between the engine compartment and the fender. And that outside bolt is difficult to reach. You have to remove a couple of bolts and screws on the underside of the front wheel well that hold on the plastic "mud flap" barrier (it might even be easier to remove the wheel - or at least turn it out as far as it will go to give you more room to work.) Once you loosen those, pull back the barrier and look up inside the fender cavity, near the turn signal. You'll have to lie on your back to do this. Reach up inside to back off the bolt. I think it was a 10 mm socket. Once those 3 screws are out, you can pull the entire headlight assembly off, but it will still be attached by a wiring harness. Get a couple of small, flat-bladed screwdrivers and pry the harness clips out, but be careful since the plastic is brittle and they break easily.
Now, either with the headlamp removed, or still in place:
Remove the rubber dust boot. Pull to remove the plug from the bulb assembly. Twist off the retaining ring (counterclockwise) around the base of the bulb. Finally remove the bulb assembly by pulling straight out.
Insert the new bulb, being careful not to touch the bulb - handle by the plastic base. Rotate slightly until the assembly slides into place.
Reassemble in reverse order, starting with the retaining ring, followed by the wiring plug and the rubber boot. Make sure the dust boot is sealed - without it, moisture can get inside the headlamp and obscure the light. Remount the headlamp assembly if you removed it.