Remove the wheel, caliper, rotor, hub, etc....The bearing is pressed into the hub. The standard recommendation is to have the old bearing removed, and the new bearing installed, with a hydraulic press. It is possible to remove the old bearing and install the new without a hydraulic press, by using a hammer and suitable sized driver to drive out the old and drive in the new. It is also very easy to mess up the new bearing while you are driving it back in. If you consider yourself handy with tools, you can do the job yourself, but I think a lot of people end up having the bearing replaced at a shop with a press.