First you need to take the wheel off. This involves unscrewing the nut from the end of the axle, then pulling the axle out. You might also have to unhook the brakes or speedometer cable or something.
Now you take the wheel to where you buy the tire. They install and balance the tire, and you put the wheel back on, and off you go.
If you want to change the tire yourself you need levers to pull the bead up over the rim. It's not easy the first few times. And you still need to get the wheel balanced, unless you have your own balancing machine.