Before the bulb can be replaced, the plastic covering over the headlight housing has to be removed, see the article "Replacing bulbs."

Remove the round rubber cover from the headlight housing.
Remove the bulb by turning the bulb holder upward and then pulling it straight out.
Carefully pry the plastic sleeve by the connector's locking lug to release it.
Remove the connector from the bulb.
Insert a new bulb.
Insert the bulb in the socket and turn downward. It can only be inserted in one way.
Put the rubber cover back into place.