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.
. I heard the noise again, but it only after hitting a bump. Then I heard it like normal again after that. I got out of the car, and pushed down on it from directly above the wheelwell, and it made the noise. Would I be correct in assuming that it would be the sturts making the noise? And everytime I turn right it loads the left side of the car hence making the noise? 
a.k.a. the video that started it all.