It shouldn't take much to get the axle to come out. If it won't loosen up after a few hits, use WD-40. Be careful to not pull the axle out of the transmission when you pull off the knuckle. The whole knuckle assembly should now pull off. It's heavy so don't let it fall on your foot, it will hurt.
Installation is the reverse of the above.
Replace the steering knuckle with the new one, but don't torque the ball joint or tie rod end nuts yet, just snug them up. Install the rotor if you haven't already. You can save time by assembling the rotor, caliper and pads to the knuckle prior to installation. It is more awkward to handle though since it's really heavy. You will have to use a hammer to push the hub onto the axle.