Assuming you need to replace the entire tail light and not just a bulb, you will need to open the trunk and locate the two screws that hold the tail light in place. Unscrew these with a Phillips head screwdriver and carefully pull the tail light out, taking care not to break any of the plastic tabs. You may need to wiggle it a bit to get it free.
Once you have the old tail light out, compare it to your new one to make sure it is exactly the same before proceeding. Take note of how everything is connected so you can put the new one in correctly. There are usually three wires that need to be reconnected- two for brake lights and one for the turn signal.
Reconnecting these is simply a matter of matching up the colors and pushing them back into place. Once they are all reconnected, screw your new tail light back into place using the previously mentioned screws. Close up your trunk and test your handiwork by turning on your brakes and signals to make sure everything is working as it should be.