I'm guessing you already have a replacement headlight lens, so you can see the screws on the top which have to be removed as well as the electrical connections, but there are a couple on the bottom of the lens which also must come off. I found it easiest to remove the entire liner at the forward area of the wheel well (were you can access the fog light). The lens will not simple pull up or out. It is a tight fit so you will have to wiggle and push to get it out, but it will come out undamaged. The new one goes back in the same way. As I recall one of those screws on the bottom is used to adjust the rear or side height of the lens, so pay attention to the position of that screw so you get the new lens back at the same height.
After I installed new headlights, I protected them with EXPELL clear film, and that has worked very well. They no longer make the Crossfire pre-cut kit, but Weathertech has a kit and I would think there are several others available. I would highly recommend you cover those new lenses with a thick film that protects not from just UV light, but small rocks and other things that can cause scratches and chips.