yup, turn full lock out on the side you want to change, Eg, you want to do the drivers side light, turn full lock to the right.
with a torch you'll be able to see the 4 bolts/screws securing the bucket in place to the inside of the fender.
remove them and then extract the bucket rearwards and out.
Do you have the standard lights in the zed?
Or have you replaced them with aftermarket ones that take a H4 globe?
The standard original ones are a sealed beam, you replace the whole light as one peice.
Its easy to do, just pull the bucket out then look for the 3 screws holding the chrome trim ring on, remove them and the light comes away from the bucket.
If its a H4 bulb, change it in the back as normal.
If its a sealed beam, fit the new insert and then re-assemble the chrome trim ring.
Either way, you shoudlnt need to adjust the headlight adjustment, but its allways good practice to ensure its correct once you get it all fitted back up in the car.