Hey Suneo, welcome to the forums!
It's pretty easy after a time or two. Just detune the string until it is loose, and loosen the locking mechanism on the back of the headstock for that string (righty tighty, lefty loosy!). You may have to turn the tuner to get the hole to line up straight with the nut to make it easier to get the string out of the tuning peg. Once free of the peg, just push and wiggle the string near the bridge and it should poke out the appropriate hole in the backplate on the back of the guitar. To replace the string, you just poke the string through the appropriate hole, pull it all the way through, string it through the tuning peg (again, turning it so the hole is lined up right will make it easier), then pull all the slack out of it that you can and tighten the locker on the back of the headstock up, snip the excess string hanging out, and tune up! Of course, I like to get all the strings on there, one at a time, tune them up and then stretch them (pull the string away from the guitar with medium pressure and back again, over and over), and repeat this until I can no longer stretch them and change the note. This will keep it in tune better! Hope this helps...